+2,494.5%
MO vs IEF
+128.5%
+2,366.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.5% |
| 7D | -2.4% | -0.3% | -2.1% | -2.5% |
| 30D | +3.6% | -0.6% | +4.2% | +3.3% |
| 3M | -3.7% | -1.0% | -2.7% | -4.1% |
| 6M | +4.5% | -3.1% | +7.6% | +3.2% |
| YTD | +21.5% | -1.9% | +23.4% | +20.6% |
| 1Y | +9.5% | -1.4% | +10.9% | +8.9% |
| 3Y | +93.6% | +9.8% | +83.8% | +102.1% |
| 5Y | +97.5% | -8.8% | +106.3% | +86.2% |
| 10Y | +111.2% | +4.7% | +106.5% | +114.4% |
| All | +2,494.5% | +128.5% | +2,366.0% | +3,968.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling