+84.2%
MNST vs IOVA
-64.9%
+149.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.6% |
| 7D | -6.5% | +9.7% | -16.2% | -6.7% |
| 30D | -7.2% | +102.5% | -109.8% | -9.4% |
| 3M | -1.0% | +100.7% | -101.7% | -3.5% |
| 6M | +11.5% | +106.3% | -94.9% | +8.2% |
| YTD | +14.3% | +222.0% | -207.7% | +9.0% |
| 1Y | +38.1% | +299.5% | -261.4% | +30.2% |
| 3Y | +55.0% | +42.9% | +12.1% | +44.3% |
| All | +84.2% | -64.9% | +149.1% | +77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling