+167.2%
IONQ vs ZTS
-48.5%
+215.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +0.5% | -9.9% | -9.5% |
| 7D | +16.8% | +1.0% | +15.7% | +16.2% |
| 30D | -11.1% | +12.4% | -23.6% | -14.4% |
| 3M | -31.7% | +13.6% | -45.3% | -34.8% |
| 6M | -44.8% | +9.3% | -54.1% | -47.4% |
| YTD | -31.2% | -32.6% | +1.4% | -15.7% |
| 1Y | -39.1% | -30.0% | -9.1% | -27.2% |
| All | +167.2% | -48.5% | +215.7% | +286.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling