+150.0%
IONQ vs MOH
-41.8%
+191.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.2% | -6.2% | -6.4% |
| 7D | -11.5% | +0.2% | -11.7% | -11.4% |
| 30D | -8.1% | +0.1% | -8.2% | -7.8% |
| 3M | -35.8% | +1.8% | -37.6% | -35.3% |
| 6M | -47.7% | +9.1% | -56.9% | -46.4% |
| YTD | -35.6% | +20.7% | -56.4% | -31.9% |
| 1Y | -36.4% | +51.3% | -87.7% | -30.9% |
| 3Y | +150.0% | -42.0% | +192.0% | +138.7% |
| All | +150.0% | -41.8% | +191.9% | +138.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling