+2,652.6%
MO vs IBB
+560.8%
+2,091.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | +0.3% | +1.4% | -1.1% | 0.0% |
| 30D | +0.6% | +10.5% | -9.8% | -1.7% |
| 3M | -1.0% | +23.6% | -24.6% | -5.8% |
| 6M | +4.3% | +22.6% | -18.3% | -0.8% |
| YTD | +23.3% | +25.7% | -2.4% | +16.4% |
| 1Y | +10.5% | +51.4% | -40.9% | -0.2% |
| 3Y | +96.3% | +64.4% | +31.9% | +72.2% |
| 5Y | +98.9% | +22.1% | +76.7% | +85.1% |
| 10Y | +103.6% | +132.5% | -28.9% | +58.7% |
| All | +2,652.6% | +560.8% | +2,091.8% | +1,293.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling