+99.8%
MNST vs IOVA
-63.3%
+163.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.2% | +1.9% |
| 7D | +1.6% | -3.5% | +5.1% | +1.7% |
| 30D | +5.1% | -45.4% | +50.5% | +6.3% |
| 3M | -0.5% | +19.0% | -19.5% | -1.7% |
| 6M | +8.1% | +112.0% | -103.9% | +4.4% |
| YTD | +21.2% | +184.2% | -163.1% | +15.2% |
| 1Y | +30.7% | +222.0% | -191.3% | +23.6% |
| 3Y | +67.3% | +92.6% | -25.3% | +51.6% |
| All | +99.8% | -63.3% | +163.1% | +92.3% |
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 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