+110.9%
MO vs IAG
+427.6%
-316.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | +0.3% |
| 7D | +0.1% | -1.1% | +1.2% | +0.2% |
| 30D | +7.1% | +12.1% | -5.0% | +6.8% |
| 3M | -2.0% | +25.5% | -27.5% | -2.6% |
| 6M | +7.3% | -7.1% | +14.4% | +7.4% |
| YTD | +23.5% | +22.9% | +0.6% | +22.2% |
| 1Y | +11.0% | +83.3% | -72.3% | +8.1% |
| 3Y | +95.0% | +808.5% | -713.5% | +76.4% |
| 5Y | +100.6% | +838.0% | -737.3% | +78.4% |
| All | +110.9% | +427.6% | -316.7% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling