+1,996.7%
MNST vs IOVA
-91.6%
+2,088.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.6% |
| 7D | -6.5% | +9.7% | -16.2% | -6.6% |
| 30D | -7.2% | +102.5% | -109.8% | -8.4% |
| 3M | -1.0% | +100.7% | -101.7% | -2.4% |
| 6M | +11.5% | +106.3% | -94.9% | +9.7% |
| YTD | +14.3% | +222.0% | -207.7% | +11.6% |
| 1Y | +38.1% | +299.5% | -261.4% | +34.1% |
| 3Y | +55.0% | +42.9% | +12.1% | +50.6% |
| 5Y | +79.6% | -65.0% | +144.6% | +76.4% |
| 10Y | +241.8% | +10.3% | +231.5% | +229.0% |
| All | +1,996.7% | -91.6% | +2,088.3% | +1,914.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling