+343.0%
IGV vs MNST
+301.8%
+41.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | +1.6% |
| 7D | -5.2% | -3.4% | -1.8% | -3.9% |
| 30D | -10.0% | +6.6% | -16.6% | -12.5% |
| 3M | -0.5% | -2.9% | +2.3% | 0.0% |
| 6M | +12.6% | +18.4% | -5.8% | +3.5% |
| YTD | -6.4% | +19.3% | -25.7% | -15.0% |
| 1Y | -9.5% | +37.9% | -47.4% | -23.2% |
| 3Y | +41.7% | +62.9% | -21.2% | +8.6% |
| 5Y | +12.7% | +99.6% | -86.9% | -23.3% |
| All | +343.0% | +301.8% | +41.2% | +139.2% |
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 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