+102.7%
MO vs IFF
-35.8%
+138.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | +0.1% | -3.2% | +3.3% | +0.4% |
| 30D | +7.1% | -0.3% | +7.4% | +7.2% |
| 3M | -2.0% | +8.4% | -10.4% | -2.5% |
| 6M | +7.3% | +23.0% | -15.7% | +5.4% |
| YTD | +23.5% | +25.5% | -2.0% | +21.1% |
| 1Y | +11.0% | +29.1% | -18.1% | +8.6% |
| 3Y | +95.0% | +31.7% | +63.3% | +88.2% |
| All | +102.7% | -35.8% | +138.5% | +107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 5y: compounded portfolio wealth divided by compounded IFF 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…
5y analysis · Full analysis span regression · 6 months rolling