+57.8%
IJH vs MOD
+201.5%
-143.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +27.9% | -28.0% | -4.1% |
| 7D | +2.3% | +40.4% | -38.1% | -3.2% |
| 30D | +2.1% | -14.0% | +16.1% | +3.3% |
| 3M | -5.7% | -33.3% | +27.7% | -1.0% |
| 6M | +1.4% | -51.4% | +52.8% | +10.7% |
| YTD | +12.6% | +1.6% | +11.0% | +7.3% |
| 1Y | +16.1% | +5.4% | +10.7% | +9.3% |
| 3Y | +57.8% | +191.0% | -133.2% | +1.6% |
| All | +57.8% | +201.5% | -143.6% | +1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling