+202.0%
IONQ vs OUST
-74.9%
+276.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +14.0% | +9.4% | +17.8% |
| 7D | +8.6% | +17.0% | -8.4% | +2.1% |
| 30D | -21.1% | -16.5% | -4.6% | -15.1% |
| 3M | -17.9% | -23.7% | +5.8% | -9.3% |
| 6M | -37.9% | +18.4% | -56.3% | -45.6% |
| YTD | -27.3% | +60.8% | -88.1% | -44.0% |
| 1Y | -43.2% | +44.2% | -87.4% | -54.0% |
| 3Y | +191.0% | +668.1% | -477.1% | +4.8% |
| 5Y | +69.3% | -48.8% | +118.1% | +21.1% |
| All | +202.0% | -74.9% | +276.9% | +154.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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