+110.9%
MO vs IBN
+324.2%
-213.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.1% |
| 7D | +0.1% | -3.0% | +3.1% | +0.7% |
| 30D | +7.1% | -1.5% | +8.7% | +7.4% |
| 3M | -2.0% | +7.9% | -9.9% | -3.4% |
| 6M | +7.3% | +8.6% | -1.3% | +5.4% |
| YTD | +23.5% | -0.6% | +24.0% | +23.1% |
| 1Y | +11.0% | -7.3% | +18.3% | +12.1% |
| 3Y | +95.0% | +26.2% | +68.8% | +84.0% |
| 5Y | +100.6% | +57.8% | +42.8% | +79.0% |
| All | +110.9% | +324.2% | -213.3% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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