+93.8%
IONQ vs OSCR
+386.4%
-292.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.8% | -2.0% | -5.2% |
| 7D | +1.3% | +4.7% | -3.4% | +0.6% |
| 30D | -10.3% | +14.8% | -25.1% | -12.3% |
| 3M | -32.7% | +16.7% | -49.4% | -34.6% |
| 6M | +6.3% | +127.5% | -121.2% | -8.5% |
| YTD | -15.0% | +121.0% | -136.0% | -26.8% |
| 1Y | -13.3% | +58.4% | -71.7% | -22.7% |
| All | +93.8% | +386.4% | -292.6% | +56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling