+100.1%
MO vs IVZ
+57.9%
+42.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.3% |
| 7D | -1.0% | -2.4% | +1.4% | -0.9% |
| 30D | +5.8% | +2.5% | +3.3% | +5.7% |
| 3M | -4.5% | +17.1% | -21.6% | -5.3% |
| 6M | +5.7% | +35.1% | -29.4% | +3.7% |
| YTD | +23.1% | +24.3% | -1.2% | +21.3% |
| 1Y | +10.9% | +48.7% | -37.8% | +7.5% |
| 3Y | +96.1% | +135.6% | -39.5% | +78.2% |
| 5Y | +100.1% | +60.3% | +39.7% | +85.8% |
| All | +100.1% | +57.9% | +42.2% | +85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling