+407.6%
IVZ vs MOH
+1,334.3%
-926.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.4% |
| 7D | +0.6% | +0.4% | +0.2% | +0.5% |
| 30D | +4.0% | +2.9% | +1.1% | +3.1% |
| 3M | +18.2% | +4.1% | +14.0% | +16.2% |
| 6M | +32.8% | +33.8% | -1.0% | +21.5% |
| YTD | +28.7% | +15.7% | +13.0% | +19.9% |
| 1Y | +55.4% | +17.5% | +37.8% | +42.6% |
| 3Y | +135.2% | -35.3% | +170.5% | +136.1% |
| 5Y | +64.2% | -26.9% | +91.1% | +56.2% |
| 10Y | +64.6% | +262.9% | -198.3% | -11.6% |
| All | +407.6% | +1,334.3% | -926.7% | +82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling