+215.4%
IONQ vs MNST
+96.3%
+119.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | +15.3% | -6.9% | +22.2% | +17.8% |
| 30D | -6.1% | +3.7% | -9.8% | -8.2% |
| 3M | -21.6% | -0.3% | -21.3% | -22.6% |
| 6M | -40.1% | +5.1% | -45.2% | -42.9% |
| YTD | -24.1% | +18.4% | -42.5% | -31.9% |
| 1Y | -37.4% | +26.3% | -63.7% | -45.5% |
| 3Y | +219.5% | +64.3% | +155.3% | +131.1% |
| 5Y | +76.9% | +96.8% | -19.9% | +4.6% |
| All | +215.4% | +96.3% | +119.1% | +73.3% |
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