+266.8%
IONQ vs OSCR
+96.8%
+169.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -7.0% | +1.6% | -8.6% | -7.4% |
| 30D | -18.7% | +10.7% | -29.4% | -20.8% |
| 3M | -36.6% | +13.4% | -50.0% | -39.0% |
| 6M | +7.2% | +144.6% | -137.3% | -15.7% |
| YTD | -18.1% | +128.0% | -146.1% | -34.8% |
| 1Y | -21.9% | +68.7% | -90.5% | -33.9% |
| 3Y | +86.7% | +398.8% | -312.0% | -2.4% |
| All | +266.8% | +96.8% | +169.9% | +67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling