+953.6%
IGV vs MO
+2,812.0%
-1,858.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.5% |
| 7D | -3.3% | -2.0% | -1.3% | -2.8% |
| 30D | 0.0% | -0.3% | +0.2% | -0.1% |
| 3M | +7.3% | -2.9% | +10.3% | +7.6% |
| 6M | +16.7% | +5.8% | +10.9% | +13.5% |
| YTD | -2.8% | +22.0% | -24.9% | -9.7% |
| 1Y | -6.7% | +10.7% | -17.4% | -11.0% |
| 3Y | +41.1% | +94.4% | -53.2% | +11.3% |
| 5Y | +22.0% | +97.2% | -75.2% | -5.8% |
| 10Y | +357.9% | +103.0% | +255.0% | +233.7% |
| All | +953.6% | +2,812.0% | -1,858.4% | +275.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling