+27.4%
IWD vs MOH
+4.9%
+22.5%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.8% |
| 7D | -0.8% | +1.7% | -2.5% | -0.8% |
| 30D | -0.8% | -0.9% | 0.0% | -0.8% |
| 3M | +6.9% | +5.7% | +1.2% | +6.7% |
| 6M | +18.3% | +39.1% | -20.8% | +17.3% |
| YTD | +22.4% | +17.7% | +4.7% | +21.3% |
| 1Y | +27.4% | +8.4% | +19.0% | +25.7% |
| All | +27.4% | +4.9% | +22.5% | +25.7% |
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