+110.9%
MO vs IVZ
+65.9%
+45.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.1% |
| 7D | +0.1% | -2.4% | +2.5% | +0.5% |
| 30D | +7.1% | +3.0% | +4.1% | +6.6% |
| 3M | -2.0% | +14.9% | -16.8% | -4.6% |
| 6M | +7.3% | +36.7% | -29.4% | +0.9% |
| YTD | +23.5% | +25.7% | -2.2% | +17.4% |
| 1Y | +11.0% | +47.7% | -36.7% | +2.1% |
| 3Y | +95.0% | +138.8% | -43.8% | +58.2% |
| 5Y | +100.6% | +62.1% | +38.5% | +72.6% |
| All | +110.9% | +65.9% | +45.0% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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