+1,449.5%
IBKR vs MOD
+806.1%
+643.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.7% | -1.3% |
| 7D | -3.3% | +9.6% | -12.9% | -5.1% |
| 30D | +4.5% | 0.0% | +4.4% | +4.3% |
| 3M | +6.5% | -35.4% | +41.9% | +15.5% |
| 6M | +34.2% | -7.3% | +41.5% | +33.7% |
| YTD | +44.5% | +45.8% | -1.3% | +29.8% |
| 1Y | +44.7% | +43.1% | +1.6% | +29.4% |
| 3Y | +306.7% | +297.7% | +9.1% | +177.7% |
| 5Y | +489.9% | +1,478.8% | -988.9% | +190.8% |
| 10Y | +1,019.5% | +1,633.4% | -613.9% | +365.7% |
| All | +1,449.5% | +806.1% | +643.4% | +573.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling