+23.5%
IGV vs MNST
+80.0%
-56.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.0% |
| 7D | -4.5% | -6.5% | +2.0% | -2.4% |
| 30D | +3.2% | -7.2% | +10.4% | +5.5% |
| 3M | +4.5% | -1.0% | +5.5% | +4.4% |
| 6M | +22.1% | +11.5% | +10.6% | +16.4% |
| YTD | -1.0% | +14.3% | -15.3% | -7.1% |
| 1Y | -2.1% | +38.1% | -40.2% | -15.6% |
| 3Y | +44.6% | +55.0% | -10.4% | +16.6% |
| All | +23.5% | +80.0% | -56.6% | -12.8% |
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