+14,834.6%
MO vs IFF
+830.6%
+14,004.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -1.0% | -2.8% | +1.8% | -0.3% |
| 30D | +5.8% | -1.1% | +6.9% | +6.1% |
| 3M | -4.5% | +13.8% | -18.4% | -7.8% |
| 6M | +5.7% | +16.7% | -10.9% | +0.4% |
| YTD | +23.1% | +26.1% | -3.0% | +14.5% |
| 1Y | +10.9% | +33.5% | -22.6% | +1.3% |
| 3Y | +96.1% | +31.6% | +64.5% | +75.3% |
| 5Y | +100.1% | -34.9% | +134.9% | +109.2% |
| 10Y | +114.0% | -20.3% | +134.3% | +103.1% |
| All | +14,834.6% | +830.6% | +14,004.0% | +5,485.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling