+129.6%
IEF vs MOD
+404.4%
-274.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.7% | -5.8% | 0.0% |
| 7D | +0.1% | -25.5% | +25.7% | -0.5% |
| 30D | +3.1% | -49.0% | +52.1% | +1.7% |
| 3M | -0.5% | -49.8% | +49.3% | -1.8% |
| 6M | -1.6% | -64.8% | +63.1% | -3.5% |
| YTD | -1.6% | -27.6% | +26.1% | -1.7% |
| 1Y | -1.5% | -35.2% | +33.7% | -1.7% |
| 3Y | +12.4% | +137.1% | -124.7% | +17.0% |
| 5Y | -7.5% | +760.3% | -767.8% | +0.5% |
| 10Y | +5.2% | +938.8% | -933.6% | +17.9% |
| All | +129.6% | +404.4% | -274.8% | +166.3% |
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