+99.2%
MO vs IWD
+75.3%
+24.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | +0.3% | -0.3% | +0.6% | +0.4% |
| 30D | +0.6% | +0.6% | +0.1% | +0.4% |
| 3M | -1.0% | +7.2% | -8.2% | -3.8% |
| 6M | +4.3% | +16.2% | -11.9% | -2.0% |
| YTD | +23.3% | +23.3% | -0.1% | +12.7% |
| 1Y | +10.5% | +29.6% | -19.1% | -1.3% |
| 3Y | +96.3% | +70.5% | +25.8% | +50.8% |
| All | +99.2% | +75.3% | +24.0% | +47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling