+117.6%
IEMG vs MNST
+1,197.2%
-1,079.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.8% |
| 7D | +2.7% | +1.6% | +1.1% | +2.3% |
| 30D | -5.7% | +5.1% | -10.8% | -6.9% |
| 3M | -8.8% | -0.5% | -8.3% | -9.0% |
| 6M | -8.9% | +8.1% | -17.0% | -11.0% |
| YTD | +11.2% | +21.2% | -10.0% | +5.5% |
| 1Y | +12.2% | +30.7% | -18.5% | +4.5% |
| 3Y | +68.5% | +67.3% | +1.2% | +46.3% |
| 5Y | +34.3% | +101.9% | -67.5% | +10.0% |
| 10Y | +131.1% | +343.3% | -212.2% | +62.2% |
| All | +117.6% | +1,197.2% | -1,079.6% | +42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling