+202.0%
IONQ vs MOS
+9.2%
+192.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.1% | +23.3% | +23.4% |
| 7D | +8.6% | +21.6% | -13.0% | +0.3% |
| 30D | -21.1% | +12.0% | -33.1% | -25.0% |
| 3M | -17.9% | -3.9% | -14.0% | -17.9% |
| 6M | -37.9% | -3.3% | -34.6% | -38.6% |
| YTD | -27.3% | -4.6% | -22.7% | -29.2% |
| 1Y | -43.2% | -7.0% | -36.2% | -44.4% |
| 3Y | +191.0% | -24.4% | +215.4% | +203.2% |
| 5Y | +69.3% | -32.1% | +101.4% | +93.0% |
| All | +202.0% | +9.2% | +192.8% | +209.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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