+58.3%
IVZ vs MOH
+257.3%
-199.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.7% | -1.0% |
| 7D | -2.4% | -1.3% | -1.1% | -2.2% |
| 30D | +2.5% | +3.0% | -0.5% | +2.0% |
| 3M | +17.1% | +1.2% | +15.8% | +16.4% |
| 6M | +35.1% | +41.7% | -6.6% | +26.7% |
| YTD | +24.3% | +15.4% | +8.9% | +19.1% |
| 1Y | +48.7% | +11.8% | +36.9% | +42.4% |
| 3Y | +135.6% | -37.5% | +173.1% | +139.3% |
| 5Y | +60.3% | -20.6% | +81.0% | +51.0% |
| All | +58.3% | +257.3% | -199.0% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MOH 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling