+94.4%
MO vs IBB
+64.8%
+29.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.1% | -1.0% |
| 7D | -2.0% | -1.7% | -0.4% | -2.0% |
| 30D | -0.3% | +4.9% | -5.1% | -0.4% |
| 3M | -2.9% | +24.2% | -27.2% | -3.4% |
| 6M | +5.8% | +23.8% | -18.1% | +5.2% |
| YTD | +22.0% | +23.0% | -0.9% | +21.3% |
| 1Y | +10.7% | +46.2% | -35.5% | +8.4% |
| 3Y | +94.4% | +64.8% | +29.6% | +87.0% |
| All | +94.4% | +64.8% | +29.6% | +87.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling