-52.3%
IONQ vs MOS
-16.7%
-35.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +3.3% | -13.8% | -10.8% |
| 7D | -16.7% | +22.5% | -39.2% | -18.5% |
| 30D | -38.9% | +6.6% | -45.6% | -39.3% |
| 3M | -33.8% | -3.8% | -30.0% | -33.3% |
| 6M | -44.9% | -2.2% | -42.7% | -44.5% |
| YTD | -41.1% | -4.8% | -36.3% | -40.3% |
| 1Y | -52.3% | -11.7% | -40.6% | -51.3% |
| All | -52.3% | -16.7% | -35.6% | -51.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling