+144.7%
IONQ vs OUST
-78.0%
+222.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -9.0% | -1.5% | -7.0% |
| 7D | -16.7% | -5.0% | -11.6% | -15.3% |
| 30D | -38.9% | -32.0% | -6.9% | -29.2% |
| 3M | -33.8% | -32.4% | -1.5% | -23.7% |
| 6M | -44.9% | +6.7% | -51.7% | -50.0% |
| YTD | -41.1% | +41.0% | -82.1% | -52.4% |
| 1Y | -52.3% | +18.0% | -70.3% | -58.5% |
| 3Y | +128.2% | +560.6% | -432.4% | -13.3% |
| 5Y | +37.2% | -55.1% | +92.3% | +2.8% |
| All | +144.7% | -78.0% | +222.7% | +115.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling