+9.5%
MO vs IWD
+28.3%
-18.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.4% |
| 7D | -2.4% | -1.2% | -1.2% | -2.4% |
| 30D | +3.6% | -1.6% | +5.2% | +3.5% |
| 3M | -3.7% | +7.0% | -10.7% | -3.1% |
| 6M | +4.5% | +17.0% | -12.5% | +5.6% |
| YTD | +21.5% | +21.6% | -0.1% | +22.4% |
| 1Y | +9.5% | +28.0% | -18.5% | +11.3% |
| All | +9.5% | +28.3% | -18.8% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling