+150.0%
IONQ vs OSCR
+339.8%
-189.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.8% | -3.6% | -6.0% |
| 7D | -11.5% | +1.3% | -12.8% | -11.6% |
| 30D | -8.1% | -9.5% | +1.4% | -7.0% |
| 3M | -35.8% | +0.9% | -36.7% | -36.3% |
| 6M | -47.7% | +31.5% | -79.2% | -50.6% |
| YTD | -35.6% | +116.1% | -151.7% | -44.2% |
| 1Y | -36.4% | +122.6% | -159.0% | -45.0% |
| 3Y | +150.0% | +356.6% | -206.6% | +58.0% |
| All | +150.0% | +339.8% | -189.8% | +58.0% |
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 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