+357.9%
IGV vs MNST
+240.5%
+117.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.2% |
| 7D | -3.3% | -4.1% | +0.8% | -1.7% |
| 30D | 0.0% | -4.5% | +4.5% | +1.7% |
| 3M | +7.3% | -2.5% | +9.8% | +7.9% |
| 6M | +16.7% | +14.1% | +2.6% | +8.9% |
| YTD | -2.8% | +12.6% | -15.4% | -9.3% |
| 1Y | -6.7% | +36.9% | -43.6% | -20.8% |
| 3Y | +41.1% | +53.1% | -12.0% | +11.1% |
| 5Y | +22.0% | +78.2% | -56.2% | -12.4% |
| 10Y | +357.9% | +240.4% | +117.5% | +165.9% |
| All | +357.9% | +240.5% | +117.4% | +165.9% |
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