+110.9%
MO vs IJH
+184.0%
-73.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | +0.1% | -1.9% | +2.0% | +0.9% |
| 30D | +7.1% | -4.6% | +11.8% | +9.1% |
| 3M | -2.0% | -1.2% | -0.8% | -1.7% |
| 6M | +7.3% | +9.4% | -2.1% | +2.9% |
| YTD | +23.5% | +13.3% | +10.1% | +16.4% |
| 1Y | +11.0% | +13.4% | -2.4% | +4.5% |
| 3Y | +95.0% | +50.4% | +44.6% | +57.4% |
| 5Y | +100.6% | +49.0% | +51.7% | +59.5% |
| All | +110.9% | +184.0% | -73.2% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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