+36.1%
IVZ vs MOH
-31.0%
+67.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.9% |
| 7D | -2.8% | -7.6% | +4.8% | -2.4% |
| 30D | -2.2% | +2.4% | -4.5% | -2.2% |
| 3M | -8.1% | +7.6% | -15.7% | -8.4% |
| 6M | +3.8% | +13.0% | -9.2% | +3.1% |
| YTD | +11.5% | +20.6% | -9.1% | +10.0% |
| 1Y | +23.7% | +45.8% | -22.1% | +20.7% |
| 3Y | +145.8% | -41.6% | +187.4% | +151.3% |
| 5Y | +36.1% | -33.1% | +69.2% | +30.0% |
| All | +36.1% | -31.0% | +67.1% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling