+136.1%
MO vs IWD
+84.1%
+52.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.9% |
| 7D | -1.8% | +1.3% | -3.0% | -2.0% |
| 30D | +5.8% | +3.6% | +2.2% | +5.0% |
| 3M | +12.7% | +2.3% | +10.4% | +12.1% |
| 6M | +14.8% | +13.0% | +1.7% | +11.7% |
| YTD | +37.8% | +26.2% | +11.7% | +30.4% |
| 1Y | +39.5% | +30.5% | +9.0% | +30.7% |
| 3Y | +136.1% | +86.2% | +49.8% | +81.5% |
| All | +136.1% | +84.1% | +52.0% | +81.5% |
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