+202.0%
IONQ vs ZTS
-48.8%
+250.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -3.3% | +26.7% | +25.4% |
| 7D | +8.6% | -0.4% | +9.0% | +8.0% |
| 30D | -21.1% | +11.7% | -32.8% | -27.4% |
| 3M | -17.9% | +3.5% | -21.3% | -21.9% |
| 6M | -37.9% | -27.6% | -10.3% | -26.1% |
| YTD | -27.3% | -35.5% | +8.2% | -5.0% |
| 1Y | -43.2% | -32.1% | -11.1% | -29.4% |
| 3Y | +191.0% | -49.1% | +240.1% | +335.0% |
| 5Y | +69.3% | -61.0% | +130.3% | +235.1% |
| All | +202.0% | -48.8% | +250.9% | +428.7% |
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 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