+265.9%
IONQ vs ZS
-15.0%
+280.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.8% | +4.0% |
| 7D | +0.8% | -7.8% | +8.6% | +5.7% |
| 30D | -1.0% | +5.0% | -6.1% | -4.5% |
| 3M | -39.8% | +25.5% | -65.3% | -48.2% |
| 6M | +6.4% | +8.7% | -2.3% | -11.7% |
| YTD | -11.9% | -24.5% | +12.6% | -6.6% |
| 1Y | -6.2% | -36.7% | +30.6% | +10.7% |
| 3Y | +125.7% | +7.2% | +118.5% | +75.6% |
| 5Y | +296.0% | -40.9% | +336.9% | +357.5% |
| All | +265.9% | -15.0% | +280.9% | +283.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling