+177.3%
IJH vs MOD
+915.9%
-738.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | +0.2% |
| 7D | +0.2% | +8.2% | -8.0% | -1.4% |
| 30D | +2.1% | -38.2% | +40.3% | +10.6% |
| 3M | -3.6% | -46.2% | +42.6% | +6.6% |
| 6M | +1.8% | -62.5% | +64.4% | +19.0% |
| YTD | +14.1% | -20.1% | +34.2% | +13.2% |
| 1Y | +15.9% | -29.7% | +45.5% | +17.1% |
| 3Y | +59.7% | +136.2% | -76.5% | +17.2% |
| 5Y | +39.1% | +820.4% | -781.3% | -26.9% |
| 10Y | +177.3% | +839.8% | -662.5% | +28.1% |
| All | +177.3% | +915.9% | -738.6% | +28.1% |
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