+5,551.0%
MO vs IWD
+745.6%
+4,805.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -1.5% |
| 7D | -1.8% | +1.3% | -3.0% | -2.5% |
| 30D | +5.8% | +3.6% | +2.2% | +3.8% |
| 3M | +12.7% | +2.3% | +10.4% | +11.3% |
| 6M | +14.8% | +13.0% | +1.7% | +7.3% |
| YTD | +37.8% | +26.2% | +11.7% | +21.2% |
| 1Y | +39.5% | +30.5% | +9.0% | +20.4% |
| 3Y | +136.1% | +86.2% | +49.8% | +66.3% |
| 5Y | +148.5% | +72.9% | +75.6% | +80.9% |
| 10Y | +135.5% | +205.0% | -69.5% | +26.3% |
| All | +5,551.0% | +745.6% | +4,805.4% | +1,675.7% |
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 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