+167.4%
IONQ vs MOH
-2.6%
+170.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.2% | -6.2% | -6.4% |
| 7D | -11.5% | +0.2% | -11.7% | -11.5% |
| 30D | -8.1% | +0.1% | -8.2% | -8.0% |
| 3M | -35.8% | +1.8% | -37.6% | -35.7% |
| 6M | -47.7% | +9.1% | -56.9% | -47.6% |
| YTD | -35.6% | +20.7% | -56.4% | -35.8% |
| 1Y | -36.4% | +51.3% | -87.7% | -37.5% |
| 3Y | +150.0% | -42.0% | +192.0% | +159.7% |
| 5Y | +43.3% | -33.1% | +76.4% | +37.0% |
| All | +167.4% | -2.6% | +170.0% | +130.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 10y: compounded portfolio wealth divided by compounded MOH 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…
10y analysis · Full analysis span regression · 6 months rolling