+155.7%
MO vs IWD
+203.0%
-47.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +3.3% | +2.3% | +1.0% | +1.9% |
| 30D | +7.5% | +3.6% | +4.0% | +5.2% |
| 3M | +22.8% | +2.2% | +20.6% | +21.1% |
| 6M | +13.4% | +13.0% | +0.4% | +4.9% |
| YTD | +43.0% | +26.5% | +16.5% | +22.9% |
| 1Y | +45.2% | +30.1% | +15.1% | +22.6% |
| 3Y | +145.5% | +84.9% | +60.7% | +61.5% |
| 5Y | +157.1% | +73.4% | +83.7% | +74.8% |
| All | +155.7% | +203.0% | -47.3% | +23.0% |
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