+776.1%
IVV vs MO
+5,233.1%
-4,457.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | +0.1% | +0.3% | -0.2% | 0.0% |
| 30D | +0.1% | +0.6% | -0.6% | -0.3% |
| 3M | +2.0% | -1.0% | +3.0% | +1.6% |
| 6M | +13.0% | +4.3% | +8.7% | +10.4% |
| YTD | +13.6% | +23.3% | -9.7% | +5.0% |
| 1Y | +20.1% | +10.5% | +9.6% | +14.5% |
| 3Y | +77.6% | +96.3% | -18.7% | +38.5% |
| 5Y | +82.5% | +98.9% | -16.4% | +40.0% |
| 10Y | +316.5% | +103.6% | +212.9% | +204.6% |
| All | +776.1% | +5,233.1% | -4,457.0% | +239.5% |
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