+48.7%
IVZ vs MOH
+11.3%
+37.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.7% | -0.6% |
| 7D | -2.4% | -1.3% | -1.1% | -2.3% |
| 30D | +2.5% | +3.0% | -0.5% | +2.4% |
| 3M | +17.1% | +1.2% | +15.8% | +16.8% |
| 6M | +35.1% | +41.7% | -6.6% | +32.9% |
| YTD | +24.3% | +15.4% | +8.9% | +23.6% |
| 1Y | +48.7% | +11.8% | +36.9% | +47.4% |
| All | +48.7% | +11.3% | +37.4% | +47.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling