+94.4%
MO vs IWD
+71.7%
+22.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -2.0% | -0.2% | -1.8% | -2.0% |
| 30D | -0.3% | -0.8% | +0.5% | -0.1% |
| 3M | -2.9% | +8.0% | -11.0% | -4.7% |
| 6M | +5.8% | +18.2% | -12.4% | +1.3% |
| YTD | +22.0% | +22.3% | -0.3% | +15.6% |
| 1Y | +10.7% | +28.9% | -18.2% | +3.1% |
| 3Y | +94.4% | +71.5% | +22.8% | +53.7% |
| All | +94.4% | +71.7% | +22.7% | +53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling