+209.6%
IONQ vs OSCR
-9.0%
+218.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -7.0% | +1.6% | -8.6% | -7.3% |
| 30D | -18.7% | +10.7% | -29.4% | -20.6% |
| 3M | -36.6% | +13.4% | -50.0% | -38.8% |
| 6M | +7.2% | +144.6% | -137.3% | -14.3% |
| YTD | -18.1% | +128.0% | -146.1% | -33.8% |
| 1Y | -21.9% | +68.7% | -90.5% | -33.1% |
| 3Y | +86.7% | +398.8% | -312.0% | +4.6% |
| 5Y | +267.5% | +87.3% | +180.2% | +89.5% |
| All | +209.6% | -9.0% | +218.6% | +57.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling