+357.7%
IGV vs MO
+114.7%
+243.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | -2.9% | +0.1% | -3.1% | -2.9% |
| 30D | -1.5% | +7.1% | -8.7% | -2.6% |
| 3M | +11.7% | -2.0% | +13.6% | +11.7% |
| 6M | +18.4% | +7.3% | +11.1% | +16.1% |
| YTD | -3.9% | +23.5% | -27.4% | -8.5% |
| 1Y | -9.7% | +11.0% | -20.7% | -12.3% |
| 3Y | +38.4% | +95.0% | -56.6% | +16.5% |
| 5Y | +21.6% | +100.6% | -79.0% | +0.3% |
| All | +357.7% | +114.7% | +243.1% | +234.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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