+61.0%
ZM vs IONS
-59.9%
+120.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.4% | -4.3% | +1.1% |
| 7D | +11.0% | -26.3% | +37.3% | +16.2% |
| 30D | +5.6% | -31.9% | +37.6% | +12.2% |
| 3M | -9.1% | -48.0% | +38.8% | +0.8% |
| 6M | -2.6% | -62.6% | +60.0% | +13.1% |
| YTD | +15.7% | -63.3% | +78.9% | +34.5% |
| 1Y | +18.8% | -58.4% | +77.1% | +34.7% |
| 3Y | +62.2% | -38.2% | +100.4% | +63.6% |
| 5Y | -60.9% | -11.1% | -49.8% | -64.1% |
| All | +61.0% | -59.9% | +120.9% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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