+294.8%
IONQ vs OUST
-56.2%
+351.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.6% |
| 7D | +0.8% | +5.2% | -4.4% | -1.3% |
| 30D | -1.0% | -19.3% | +18.2% | +7.8% |
| 3M | -39.8% | -22.6% | -17.2% | -35.8% |
| 6M | +6.4% | +62.8% | -56.3% | -19.7% |
| YTD | -11.9% | +68.3% | -80.3% | -34.7% |
| 1Y | -6.2% | +28.5% | -34.7% | -23.5% |
| 3Y | +125.7% | +554.0% | -428.3% | -23.2% |
| All | +294.8% | -56.2% | +351.0% | +305.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling