+990.2%
IBKR vs MOD
+1,553.3%
-563.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.6% | -3.4% | +1.0% |
| 7D | -1.3% | -2.8% | +1.4% | -0.8% |
| 30D | -0.2% | -5.1% | +4.9% | +0.8% |
| 3M | +3.0% | -30.3% | +33.2% | +9.9% |
| 6M | +33.9% | -5.6% | +39.5% | +32.9% |
| YTD | +42.5% | +41.8% | +0.7% | +28.9% |
| 1Y | +44.9% | +28.9% | +16.0% | +32.6% |
| 3Y | +293.0% | +304.1% | -11.1% | +171.7% |
| 5Y | +497.7% | +1,575.2% | -1,077.6% | +201.6% |
| All | +990.2% | +1,553.3% | -563.1% | +380.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling