+227.2%
IONQ vs ZTS
-47.0%
+274.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.7% | +4.7% | +6.2% |
| 7D | +25.5% | -1.0% | +26.5% | +25.8% |
| 30D | -11.4% | +10.8% | -22.2% | -17.8% |
| 3M | -20.5% | +14.1% | -34.5% | -28.5% |
| 6M | -28.2% | +0.8% | -29.0% | -32.3% |
| YTD | -21.2% | -33.1% | +11.9% | +0.9% |
| 1Y | -40.4% | -30.0% | -10.4% | -27.0% |
| 3Y | +214.7% | -49.5% | +264.2% | +383.7% |
| 5Y | +56.9% | -60.2% | +117.1% | +206.1% |
| All | +227.2% | -47.0% | +274.2% | +461.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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