+4.5%
IEF vs MOD
+1,504.3%
-1,499.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | -0.1% |
| 7D | +0.1% | +6.3% | -6.3% | +0.1% |
| 30D | -0.7% | -1.7% | +0.9% | -0.7% |
| 3M | -0.4% | -30.1% | +29.7% | -0.7% |
| 6M | -2.5% | +2.7% | -5.2% | -2.3% |
| YTD | -1.6% | +44.1% | -45.7% | -0.9% |
| 1Y | -1.3% | +38.7% | -40.0% | -0.6% |
| 3Y | +10.1% | +309.8% | -299.7% | +13.5% |
| 5Y | -8.3% | +1,569.7% | -1,578.0% | -2.3% |
| 10Y | +4.5% | +1,520.5% | -1,516.0% | +13.8% |
| All | +4.5% | +1,504.3% | -1,499.8% | +13.8% |
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