+265.9%
IONQ vs MOS
+25.2%
+240.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.8% |
| 7D | +0.8% | +9.5% | -8.7% | -2.6% |
| 30D | -1.0% | +10.4% | -11.4% | -5.0% |
| 3M | -39.8% | +12.9% | -52.7% | -43.3% |
| 6M | +6.4% | +1.2% | +5.2% | +3.0% |
| YTD | -11.9% | +9.3% | -21.2% | -17.6% |
| 1Y | -6.2% | -18.0% | +11.8% | -1.5% |
| 3Y | +125.7% | -29.0% | +154.7% | +142.7% |
| 5Y | +296.0% | -9.6% | +305.6% | +323.5% |
| All | +265.9% | +25.2% | +240.7% | +260.2% |
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