+185.7%
IONQ vs ZS
-3.3%
+189.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.3% | -9.1% | -9.2% |
| 7D | +16.8% | -5.2% | +22.0% | +20.1% |
| 30D | -11.1% | -15.5% | +4.4% | -2.1% |
| 3M | -31.7% | +9.0% | -40.7% | -36.9% |
| 6M | -44.8% | +32.2% | -77.0% | -59.3% |
| YTD | -31.2% | -14.1% | -17.1% | -34.1% |
| 1Y | -39.1% | -39.1% | -0.1% | -26.2% |
| 3Y | +189.5% | +10.4% | +179.1% | +118.9% |
| 5Y | +53.2% | -44.6% | +97.8% | +72.3% |
| All | +185.7% | -3.3% | +189.0% | +170.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 10y: compounded portfolio wealth divided by compounded ZS 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…
10y analysis · Full analysis span regression · 6 months rolling