+4,953.7%
MO vs IWD
+726.5%
+4,227.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.5% |
| 7D | +0.3% | -0.3% | +0.6% | +0.5% |
| 30D | +0.6% | +0.6% | +0.1% | +0.3% |
| 3M | -1.0% | +7.2% | -8.2% | -4.7% |
| 6M | +4.3% | +16.2% | -11.9% | -4.0% |
| YTD | +23.3% | +23.3% | -0.1% | +9.8% |
| 1Y | +10.5% | +29.6% | -19.1% | -4.3% |
| 3Y | +96.3% | +70.5% | +25.8% | +45.1% |
| 5Y | +98.9% | +73.5% | +25.4% | +44.5% |
| 10Y | +103.6% | +198.3% | -94.7% | +10.5% |
| All | +4,953.7% | +726.5% | +4,227.2% | +1,508.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling