+100.1%
MO vs IAG
+796.9%
-696.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.4% |
| 7D | -1.0% | -4.1% | +3.1% | -0.9% |
| 30D | +5.8% | +10.6% | -4.8% | +5.5% |
| 3M | -4.5% | +35.4% | -39.9% | -5.2% |
| 6M | +5.7% | -9.5% | +15.3% | +6.1% |
| YTD | +23.1% | +21.8% | +1.3% | +22.0% |
| 1Y | +10.9% | +84.1% | -73.2% | +7.9% |
| 3Y | +96.1% | +817.4% | -721.2% | +72.4% |
| 5Y | +100.1% | +830.1% | -730.0% | +74.0% |
| All | +100.1% | +796.9% | -696.8% | +74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling