+739,107.8%
MNST vs IVZ
+897.2%
+738,210.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -3.4% | -2.4% | -1.0% | -2.9% |
| 30D | +6.6% | -11.2% | +17.8% | +9.4% |
| 3M | -2.9% | -14.0% | +11.1% | +0.3% |
| 6M | +18.4% | +0.5% | +18.0% | +17.5% |
| YTD | +19.3% | +5.4% | +13.8% | +16.2% |
| 1Y | +37.9% | +19.5% | +18.4% | +30.3% |
| 3Y | +62.9% | +128.7% | -65.8% | +27.8% |
| 5Y | +99.6% | +28.8% | +70.8% | +75.5% |
| 10Y | +305.7% | +52.3% | +253.4% | +215.6% |
| All | +739,107.8% | +897.2% | +738,210.6% | +461,809.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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