+232.9%
IONQ vs OSCR
-10.4%
+243.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.8% | +5.8% | -5.0% | -0.4% |
| 30D | -1.0% | +7.1% | -8.1% | -2.8% |
| 3M | -39.8% | +36.7% | -76.5% | -44.3% |
| 6M | +6.4% | +114.3% | -107.8% | -12.4% |
| YTD | -11.9% | +124.4% | -136.3% | -28.5% |
| 1Y | -6.2% | +75.5% | -81.6% | -20.3% |
| 3Y | +125.7% | +390.1% | -264.4% | +26.6% |
| 5Y | +296.0% | +77.1% | +218.9% | +104.9% |
| All | +232.9% | -10.4% | +243.4% | +69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling