+74.7%
IWD vs MOH
-19.7%
+94.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.7% |
| 7D | -0.8% | +1.7% | -2.5% | -0.9% |
| 30D | -0.8% | -0.9% | 0.0% | -0.8% |
| 3M | +6.9% | +5.7% | +1.2% | +6.2% |
| 6M | +18.3% | +39.1% | -20.8% | +14.4% |
| YTD | +22.4% | +17.7% | +4.7% | +19.4% |
| 1Y | +27.4% | +8.4% | +19.0% | +24.9% |
| 3Y | +71.2% | -36.6% | +107.7% | +73.5% |
| All | +74.7% | -19.7% | +94.3% | +64.2% |
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 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