+313.1%
MNST vs IOVA
+28.7%
+284.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.2% |
| 7D | -5.0% | +1.9% | -6.8% | -5.1% |
| 30D | +4.6% | -44.1% | +48.7% | +6.6% |
| 3M | +1.0% | +28.9% | -27.8% | -1.2% |
| 6M | +5.8% | +125.7% | -119.9% | -0.1% |
| YTD | +19.1% | +199.3% | -180.2% | +10.0% |
| 1Y | +30.9% | +255.2% | -224.3% | +19.6% |
| 3Y | +65.7% | +106.8% | -41.1% | +45.6% |
| 5Y | +99.0% | -67.1% | +166.0% | +89.0% |
| 10Y | +313.1% | +16.7% | +296.3% | +269.3% |
| All | +313.1% | +28.7% | +284.4% | +269.3% |
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