+94.5%
MO vs IWF
+75.5%
+18.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.3% | +1.2% |
| 7D | -1.0% | -1.7% | +0.7% | -1.3% |
| 30D | +5.8% | -1.8% | +7.6% | +5.5% |
| 3M | -4.5% | +1.5% | -6.0% | -4.1% |
| 6M | +5.7% | +7.7% | -2.0% | +6.8% |
| YTD | +23.1% | +2.7% | +20.4% | +24.0% |
| 1Y | +10.9% | +6.8% | +4.2% | +12.0% |
| All | +94.5% | +75.5% | +18.9% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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