+733.9%
IWD vs MOH
+1,302.1%
-568.2%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.5% |
| 7D | -0.2% | -3.3% | +3.2% | +0.4% |
| 30D | -0.8% | -0.1% | -0.7% | -0.9% |
| 3M | +8.0% | -1.1% | +9.1% | +7.8% |
| 6M | +18.2% | +35.9% | -17.7% | +11.5% |
| YTD | +22.3% | +13.1% | +9.2% | +17.6% |
| 1Y | +28.9% | +11.8% | +17.1% | +23.3% |
| 3Y | +71.5% | -38.7% | +110.3% | +75.5% |
| 5Y | +73.6% | -25.1% | +98.7% | +69.7% |
| 10Y | +194.7% | +243.8% | -49.1% | +111.3% |
| All | +733.9% | +1,302.1% | -568.2% | +332.5% |
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