+249.2%
IONQ vs MNDY
-50.8%
+300.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.0% | -8.4% | -5.8% |
| 7D | -5.6% | -12.5% | +6.9% | 0.0% |
| 30D | -15.2% | -2.6% | -12.6% | -15.9% |
| 3M | -34.9% | +4.2% | -39.2% | -38.9% |
| 6M | +4.9% | +9.8% | -4.9% | -7.1% |
| YTD | -17.9% | -42.3% | +24.4% | -1.9% |
| 1Y | -16.0% | -54.5% | +38.5% | +13.0% |
| 3Y | +90.5% | -50.3% | +140.7% | +120.9% |
| 5Y | +268.4% | -77.1% | +345.5% | +437.6% |
| All | +249.2% | -50.8% | +300.0% | +405.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MNDY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling