+144.7%
IONQ vs MOS
+9.1%
+135.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +3.3% | -13.8% | -11.7% |
| 7D | -16.7% | +22.5% | -39.2% | -23.3% |
| 30D | -38.9% | +6.6% | -45.6% | -40.9% |
| 3M | -33.8% | -3.8% | -30.0% | -33.9% |
| 6M | -44.9% | -2.2% | -42.7% | -45.7% |
| YTD | -41.1% | -4.8% | -36.3% | -42.6% |
| 1Y | -52.3% | -11.7% | -40.6% | -52.4% |
| 3Y | +128.2% | -26.5% | +154.8% | +140.3% |
| 5Y | +37.2% | -32.2% | +69.4% | +56.4% |
| All | +144.7% | +9.1% | +135.6% | +150.7% |
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