+6,915.0%
MO vs IBN
+1,491.4%
+5,423.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.8% |
| 7D | -2.0% | -2.2% | +0.2% | -1.8% |
| 30D | -0.3% | -2.3% | +2.0% | 0.0% |
| 3M | -2.9% | +15.9% | -18.8% | -4.6% |
| 6M | +5.8% | +5.6% | +0.2% | +4.9% |
| YTD | +22.0% | -0.1% | +22.1% | +21.7% |
| 1Y | +10.7% | -6.5% | +17.2% | +11.2% |
| 3Y | +94.4% | +29.3% | +65.1% | +87.5% |
| 5Y | +97.2% | +56.6% | +40.6% | +85.0% |
| 10Y | +103.0% | +314.4% | -211.4% | +67.7% |
| All | +6,915.0% | +1,491.4% | +5,423.6% | +4,845.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling