-35.6%
IONQ vs OSCR
+33.4%
-68.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-06-08 to 2026-09-08.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | 0.0% | +1.9% |
| 7D | +7.1% | +10.7% | -3.5% | +4.9% |
| 30D | -8.9% | +18.3% | -27.2% | -12.3% |
| 3M | -35.6% | +20.5% | -56.1% | -38.8% |
| All | -35.6% | +33.4% | -68.9% | -38.8% |
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 2026-06-08 to 2026-09-08: 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…
2026-06-08 to 2026-09-08 analysis · Full analysis span regression · Available span rolling