+5,590.5%
MO vs IWD
+745.7%
+4,844.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -0.8% | +1.6% | -2.3% | -1.6% |
| 30D | +6.5% | +3.6% | +2.9% | +4.5% |
| 3M | +18.3% | +2.0% | +16.3% | +17.0% |
| 6M | +15.6% | +13.1% | +2.5% | +8.0% |
| YTD | +38.8% | +26.2% | +12.6% | +22.1% |
| 1Y | +41.6% | +29.6% | +12.1% | +22.7% |
| 3Y | +138.2% | +84.3% | +53.9% | +68.7% |
| 5Y | +150.5% | +73.4% | +77.1% | +82.0% |
| 10Y | +146.1% | +202.4% | -56.4% | +32.5% |
| All | +5,590.5% | +745.7% | +4,844.8% | +1,688.0% |
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