+2,757.4%
MO vs IAG
+377.5%
+2,379.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.8% |
| 7D | +0.3% | -0.5% | +0.9% | +0.3% |
| 30D | +0.6% | +28.9% | -28.2% | -0.2% |
| 3M | -1.0% | +19.1% | -20.1% | -1.7% |
| 6M | +4.3% | -10.3% | +14.6% | +4.4% |
| YTD | +23.3% | +24.2% | -0.9% | +21.7% |
| 1Y | +10.5% | +116.5% | -106.0% | +6.7% |
| 3Y | +96.3% | +742.8% | -646.5% | +78.2% |
| 5Y | +98.9% | +753.3% | -654.4% | +77.9% |
| 10Y | +103.6% | +403.2% | -299.6% | +80.6% |
| All | +2,757.4% | +377.5% | +2,379.9% | +2,174.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling