+4,881.0%
MO vs IWF
+720.7%
+4,160.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.3% |
| 7D | -2.4% | +0.5% | -2.9% | -2.6% |
| 30D | +3.6% | -1.4% | +5.0% | +4.0% |
| 3M | -3.7% | +0.4% | -4.2% | -4.4% |
| 6M | +4.5% | +8.5% | -4.0% | +0.7% |
| YTD | +21.5% | +3.7% | +17.8% | +18.8% |
| 1Y | +9.5% | +8.5% | +1.1% | +5.1% |
| 3Y | +93.6% | +78.5% | +15.0% | +50.4% |
| 5Y | +97.5% | +73.6% | +23.9% | +51.6% |
| 10Y | +111.2% | +421.3% | -310.1% | +1.5% |
| All | +4,881.0% | +720.7% | +4,160.3% | +1,415.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling