+333.2%
MNST vs IOVA
+7.2%
+326.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -6.9% | -7.0% | +0.1% | -6.6% |
| 30D | +3.7% | -44.4% | +48.2% | +5.8% |
| 3M | -0.3% | +24.7% | -24.9% | -2.4% |
| 6M | +5.1% | +118.6% | -113.6% | -0.7% |
| YTD | +18.4% | +196.3% | -177.9% | +9.3% |
| 1Y | +26.3% | +205.3% | -179.0% | +16.2% |
| 3Y | +64.3% | +103.8% | -39.5% | +44.2% |
| 5Y | +96.8% | -65.6% | +162.4% | +86.3% |
| 10Y | +333.2% | +6.4% | +326.8% | +284.3% |
| All | +333.2% | +7.2% | +326.1% | +284.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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