+148.1%
IVZ vs MOH
-41.9%
+190.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.8% |
| 7D | -2.8% | -7.6% | +4.8% | -2.8% |
| 30D | -2.2% | +2.4% | -4.5% | -2.1% |
| 3M | -8.1% | +7.6% | -15.7% | -7.9% |
| 6M | +3.8% | +13.0% | -9.2% | +4.0% |
| YTD | +11.5% | +20.6% | -9.1% | +12.0% |
| 1Y | +23.7% | +45.8% | -22.1% | +24.6% |
| All | +148.1% | -41.9% | +190.0% | +139.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling