+167.4%
IONQ vs MNST
+100.9%
+66.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.0% | -8.4% | -7.0% |
| 7D | -11.5% | +1.6% | -13.1% | -12.0% |
| 30D | -8.1% | +5.1% | -13.1% | -10.4% |
| 3M | -35.8% | -0.5% | -35.3% | -36.5% |
| 6M | -47.7% | +8.1% | -55.9% | -50.7% |
| YTD | -35.6% | +21.2% | -56.8% | -42.7% |
| 1Y | -36.4% | +30.7% | -67.1% | -45.4% |
| 3Y | +150.0% | +67.3% | +82.7% | +80.0% |
| 5Y | +43.3% | +101.9% | -58.5% | -16.1% |
| All | +167.4% | +100.9% | +66.5% | +45.7% |
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