+183.1%
IJH vs MOD
+1,486.8%
-1,303.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.3% | -0.4% |
| 7D | -0.7% | +3.6% | -4.3% | -1.4% |
| 30D | -3.8% | -2.6% | -1.2% | -3.5% |
| 3M | 0.0% | -33.1% | +33.2% | +6.8% |
| 6M | +8.8% | -7.5% | +16.3% | +7.9% |
| YTD | +13.5% | +39.3% | -25.8% | +3.0% |
| 1Y | +15.4% | +34.3% | -18.8% | +4.2% |
| 3Y | +50.9% | +296.2% | -245.3% | +1.7% |
| 5Y | +47.8% | +1,504.6% | -1,456.8% | -29.0% |
| 10Y | +183.1% | +1,511.5% | -1,328.5% | +16.0% |
| All | +183.1% | +1,486.8% | -1,303.7% | +16.0% |
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