+6,743.2%
MO vs IVZ
+1,090.9%
+5,652.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.8% |
| 7D | -2.0% | +1.1% | -3.1% | -2.2% |
| 30D | -0.3% | +3.1% | -3.4% | -0.7% |
| 3M | -2.9% | +18.2% | -21.1% | -5.3% |
| 6M | +5.8% | +38.6% | -32.8% | +0.9% |
| YTD | +22.0% | +25.9% | -3.9% | +17.5% |
| 1Y | +10.7% | +51.7% | -41.0% | +3.9% |
| 3Y | +94.4% | +138.7% | -44.3% | +68.9% |
| 5Y | +97.2% | +62.8% | +34.4% | +77.3% |
| 10Y | +103.0% | +60.9% | +42.0% | +73.5% |
| All | +6,743.2% | +1,090.9% | +5,652.2% | +4,318.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling