+227.2%
IONQ vs MNST
+97.3%
+129.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.2% | +8.5% | +8.4% |
| 7D | +25.5% | -5.0% | +30.4% | +27.2% |
| 30D | -11.4% | +4.6% | -16.0% | -13.6% |
| 3M | -20.5% | +1.0% | -21.5% | -21.9% |
| 6M | -28.2% | +5.8% | -34.0% | -31.7% |
| YTD | -21.2% | +19.1% | -40.3% | -29.5% |
| 1Y | -40.4% | +30.9% | -71.3% | -49.0% |
| 3Y | +214.7% | +65.7% | +149.0% | +126.4% |
| 5Y | +56.9% | +99.0% | -42.1% | -7.7% |
| All | +227.2% | +97.3% | +129.9% | +79.5% |
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