+111.2%
MO vs IBB
+122.2%
-11.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -2.4% | -3.9% | +1.5% | -1.7% |
| 30D | +3.6% | +2.7% | +0.9% | +2.9% |
| 3M | -3.7% | +21.4% | -25.1% | -7.4% |
| 6M | +4.5% | +20.1% | -15.6% | +0.4% |
| YTD | +21.5% | +21.9% | -0.4% | +16.3% |
| 1Y | +9.5% | +44.1% | -34.6% | +0.9% |
| 3Y | +93.6% | +63.4% | +30.2% | +71.5% |
| 5Y | +97.5% | +19.8% | +77.7% | +88.1% |
| 10Y | +111.2% | +127.0% | -15.9% | +74.7% |
| All | +111.2% | +122.2% | -11.1% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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