+265.9%
IONQ vs ZM
-70.2%
+336.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.3% | -2.0% | -0.8% |
| 7D | +0.8% | +2.9% | -2.1% | -1.0% |
| 30D | -1.0% | +0.7% | -1.7% | -1.6% |
| 3M | -39.8% | -3.7% | -36.1% | -38.7% |
| 6M | +6.4% | +29.9% | -23.4% | -12.7% |
| YTD | -11.9% | +17.4% | -29.4% | -25.7% |
| 1Y | -6.2% | +22.4% | -28.5% | -23.5% |
| 3Y | +125.7% | +41.3% | +84.4% | +64.0% |
| 5Y | +296.0% | -66.0% | +362.0% | +401.1% |
| All | +265.9% | -70.2% | +336.2% | +391.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ZM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling