+294.8%
IONQ vs MNST
+80.0%
+214.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | +0.8% | -6.5% | +7.3% | +3.4% |
| 30D | -1.0% | -7.2% | +6.2% | +1.3% |
| 3M | -39.8% | -1.0% | -38.8% | -40.4% |
| 6M | +6.4% | +11.5% | -5.1% | -0.9% |
| YTD | -11.9% | +14.3% | -26.2% | -19.1% |
| 1Y | -6.2% | +38.1% | -44.3% | -22.3% |
| 3Y | +125.7% | +55.0% | +70.7% | +70.1% |
| All | +294.8% | +80.0% | +214.8% | +133.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling