-52.3%
IONQ vs OUST
-1.5%
-50.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -9.0% | -1.5% | -5.9% |
| 7D | -16.7% | -5.0% | -11.6% | -15.0% |
| 30D | -38.9% | -32.0% | -6.9% | -26.1% |
| 3M | -33.8% | -32.4% | -1.5% | -20.9% |
| 6M | -44.9% | +6.7% | -51.7% | -55.0% |
| YTD | -41.1% | +41.0% | -82.1% | -64.1% |
| 1Y | -52.3% | +18.0% | -70.3% | -66.1% |
| All | -52.3% | -1.5% | -50.8% | -66.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling