+347.3%
IVZ vs MOH
+1,396.4%
-1,049.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.5% | +2.4% |
| 7D | +7.6% | +0.2% | +7.4% | +7.5% |
| 30D | +4.3% | +0.1% | +4.2% | +4.2% |
| 3M | -9.3% | +1.8% | -11.2% | -10.2% |
| 6M | +5.2% | +9.1% | -3.9% | +1.7% |
| YTD | +13.4% | +20.7% | -7.3% | +4.2% |
| 1Y | +25.4% | +51.3% | -25.9% | +8.3% |
| 3Y | +152.5% | -42.0% | +194.5% | +162.0% |
| 5Y | +36.7% | -33.1% | +69.8% | +33.4% |
| 10Y | +45.0% | +340.8% | -295.8% | -26.0% |
| All | +347.3% | +1,396.4% | -1,049.0% | +58.2% |
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 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