+253.1%
IONQ vs ZS
-16.8%
+270.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.6% | -8.3% | -7.3% |
| 7D | +1.3% | -3.8% | +5.2% | +3.3% |
| 30D | -10.3% | -6.0% | -4.3% | -7.6% |
| 3M | -32.7% | +32.0% | -64.7% | -44.2% |
| 6M | +6.3% | +2.1% | +4.2% | -8.2% |
| YTD | -15.0% | -26.2% | +11.2% | -8.9% |
| 1Y | -13.3% | -41.2% | +27.8% | +7.2% |
| 3Y | +97.2% | +3.3% | +93.9% | +56.9% |
| 5Y | +278.7% | -40.7% | +319.5% | +338.5% |
| All | +253.1% | -16.8% | +270.0% | +274.1% |
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