+52.8%
IONQ vs MNST
+100.5%
-47.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -4.4% | +27.8% | +24.8% |
| 7D | +8.6% | -3.4% | +12.0% | +9.3% |
| 30D | -21.1% | +6.6% | -27.7% | -23.5% |
| 3M | -17.9% | -2.9% | -15.0% | -18.2% |
| 6M | -37.9% | +18.4% | -56.4% | -44.0% |
| YTD | -27.3% | +19.3% | -46.6% | -34.8% |
| 1Y | -43.2% | +37.9% | -81.1% | -52.4% |
| 3Y | +191.0% | +62.9% | +128.1% | +113.9% |
| All | +52.8% | +100.5% | -47.7% | -11.7% |
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 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