+202.0%
IONQ vs MNST
+97.7%
+104.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -4.4% | +27.8% | +24.9% |
| 7D | +8.6% | -3.4% | +12.0% | +9.4% |
| 30D | -21.1% | +6.6% | -27.7% | -23.6% |
| 3M | -17.9% | -2.9% | -15.0% | -18.2% |
| 6M | -37.9% | +18.4% | -56.4% | -44.2% |
| YTD | -27.3% | +19.3% | -46.6% | -34.9% |
| 1Y | -43.2% | +37.9% | -81.1% | -52.6% |
| 3Y | +191.0% | +62.9% | +128.1% | +112.7% |
| 5Y | +69.3% | +99.6% | -30.3% | -0.6% |
| All | +202.0% | +97.7% | +104.4% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 MNST 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