+163.5%
IONQ vs OUST
+600.2%
-436.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +15.7% | -17.2% | -8.0% |
| 7D | -8.9% | -0.2% | -8.7% | -9.4% |
| 30D | -31.3% | -24.0% | -7.3% | -23.4% |
| 3M | -29.2% | -29.9% | +0.7% | -19.2% |
| 6M | -35.4% | +19.1% | -54.6% | -44.5% |
| YTD | -34.2% | +55.0% | -89.2% | -49.8% |
| 1Y | -44.7% | +21.2% | -65.8% | -53.5% |
| All | +163.5% | +600.2% | -436.7% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling