-35.4%
IONQ vs OUST
+12.1%
-47.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +15.7% | -17.2% | -8.3% |
| 7D | -8.9% | -0.2% | -8.7% | -9.3% |
| 30D | -31.3% | -24.0% | -7.3% | -23.2% |
| 3M | -29.2% | -29.9% | +0.7% | -19.1% |
| 6M | -35.4% | +19.1% | -54.6% | -41.0% |
| All | -35.4% | +12.1% | -47.5% | -41.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling