+202.0%
IONQ vs ZM
-73.6%
+275.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.2% | +22.2% | +22.7% |
| 7D | +8.6% | -5.9% | +14.5% | +13.3% |
| 30D | -21.1% | -5.2% | -15.9% | -17.9% |
| 3M | -17.9% | -11.3% | -6.6% | -11.3% |
| 6M | -37.9% | -14.5% | -23.4% | -32.8% |
| YTD | -27.3% | +4.2% | -31.5% | -33.6% |
| 1Y | -43.2% | +9.3% | -52.5% | -50.0% |
| 3Y | +191.0% | +45.4% | +145.6% | +106.5% |
| 5Y | +69.3% | -66.0% | +135.3% | +126.7% |
| All | +202.0% | -73.6% | +275.6% | +338.9% |
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