+3,042.1%
MO vs IBB
+580.2%
+2,461.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +0.9% | +1.3% |
| 7D | -0.8% | -1.4% | +0.6% | -0.6% |
| 30D | +8.0% | +6.8% | +1.2% | +6.3% |
| 3M | +20.9% | +9.2% | +11.7% | +18.2% |
| 6M | +16.3% | +28.3% | -12.0% | +9.5% |
| YTD | +40.7% | +29.4% | +11.3% | +31.8% |
| 1Y | +41.5% | +33.2% | +8.3% | +31.6% |
| 3Y | +141.5% | +90.2% | +51.3% | +104.5% |
| 5Y | +153.1% | +44.0% | +109.1% | +126.3% |
| 10Y | +149.3% | +133.1% | +16.2% | +94.4% |
| All | +3,042.1% | +580.2% | +2,461.9% | +1,477.6% |
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