+227.2%
IONQ vs ZS
-0.3%
+227.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.7% | +7.6% | +7.9% |
| 7D | +25.5% | -11.1% | +36.5% | +34.3% |
| 30D | -11.4% | -14.8% | +3.4% | -2.7% |
| 3M | -20.5% | +18.0% | -38.5% | -30.2% |
| 6M | -28.2% | +30.8% | -59.1% | -46.7% |
| YTD | -21.2% | -11.5% | -9.7% | -25.8% |
| 1Y | -40.4% | -37.8% | -2.6% | -28.6% |
| 3Y | +214.7% | +16.6% | +198.1% | +129.4% |
| 5Y | +56.9% | -43.6% | +100.4% | +75.0% |
| All | +227.2% | -0.3% | +227.6% | +204.6% |
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