+5,310.7%
MO vs IRM
+9,964.6%
-4,653.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.1% |
| 7D | +0.3% | -0.5% | +0.8% | +0.4% |
| 30D | +0.6% | -8.1% | +8.7% | +1.9% |
| 3M | -1.0% | -9.7% | +8.7% | +0.3% |
| 6M | +4.3% | +10.0% | -5.6% | +2.2% |
| YTD | +23.3% | +43.0% | -19.7% | +15.6% |
| 1Y | +10.5% | +32.7% | -22.2% | +4.5% |
| 3Y | +96.3% | +102.7% | -6.5% | +70.6% |
| 5Y | +98.9% | +187.6% | -88.7% | +61.5% |
| 10Y | +103.6% | +420.1% | -316.5% | +47.4% |
| All | +5,310.7% | +9,964.6% | -4,653.9% | +2,819.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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