-44.7%
IONQ vs OSCR
+104.5%
-149.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +8.6% | -10.1% | -3.9% |
| 7D | -8.9% | +15.5% | -24.4% | -12.7% |
| 30D | -31.3% | +8.5% | -39.8% | -33.1% |
| 3M | -29.2% | +15.8% | -45.0% | -33.1% |
| 6M | -35.4% | +89.5% | -124.9% | -51.3% |
| YTD | -34.2% | +144.9% | -179.1% | -57.8% |
| 1Y | -44.7% | +105.1% | -149.7% | -61.6% |
| All | -44.7% | +104.5% | -149.1% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 1y: compounded portfolio wealth divided by compounded OSCR 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…
1y analysis · Full analysis span regression · 6 months rolling