+110.9%
MO vs IEF
+3.8%
+107.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.2% |
| 7D | +0.1% | -1.3% | +1.5% | -0.2% |
| 30D | +7.1% | -1.7% | +8.9% | +6.7% |
| 3M | -2.0% | -2.5% | +0.6% | -2.5% |
| 6M | +7.3% | -3.3% | +10.6% | +6.5% |
| YTD | +23.5% | -2.8% | +26.3% | +22.7% |
| 1Y | +11.0% | -2.7% | +13.7% | +10.3% |
| 3Y | +95.0% | +8.9% | +86.1% | +100.8% |
| 5Y | +100.6% | -9.4% | +110.0% | +82.4% |
| All | +110.9% | +3.8% | +107.1% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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