+265.9%
IONQ vs ZTS
-51.5%
+317.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.7% |
| 7D | +0.8% | -2.0% | +2.8% | +2.1% |
| 30D | -1.0% | +1.9% | -2.9% | -3.8% |
| 3M | -39.8% | -4.0% | -35.8% | -40.0% |
| 6M | +6.4% | -39.1% | +45.6% | +47.6% |
| YTD | -11.9% | -38.8% | +26.9% | +21.0% |
| 1Y | -6.2% | -49.6% | +43.4% | +50.0% |
| 3Y | +125.7% | -59.0% | +184.7% | +321.2% |
| 5Y | +296.0% | -61.8% | +357.7% | +708.0% |
| All | +265.9% | -51.5% | +317.4% | +573.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling