+111.2%
MO vs IWD
+195.0%
-83.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | -2.4% | -1.2% | -1.2% | -1.7% |
| 30D | +3.6% | -1.6% | +5.2% | +4.6% |
| 3M | -3.7% | +7.0% | -10.7% | -7.7% |
| 6M | +4.5% | +17.0% | -12.5% | -5.4% |
| YTD | +21.5% | +21.6% | -0.1% | +7.1% |
| 1Y | +9.5% | +28.0% | -18.5% | -6.6% |
| 3Y | +93.6% | +70.6% | +23.0% | +34.5% |
| 5Y | +97.5% | +73.3% | +24.2% | +34.1% |
| 10Y | +111.2% | +200.5% | -89.3% | +2.6% |
| All | +111.2% | +195.0% | -83.9% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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