+44.9%
IBKR vs MOD
+25.0%
+19.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.6% | -3.4% | +0.8% |
| 7D | -1.3% | -2.8% | +1.4% | -0.7% |
| 30D | -0.2% | -5.1% | +4.9% | +0.9% |
| 3M | +3.0% | -30.3% | +33.2% | +10.7% |
| 6M | +33.9% | -5.6% | +39.5% | +31.6% |
| YTD | +42.5% | +41.8% | +0.7% | +25.6% |
| 1Y | +44.9% | +28.9% | +16.0% | +29.5% |
| All | +44.9% | +25.0% | +19.9% | +29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling