+52.5%
IJH vs MOD
+312.9%
-260.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.5% |
| 7D | +1.0% | +6.3% | -5.3% | 0.0% |
| 30D | -3.1% | -1.7% | -1.5% | -3.0% |
| 3M | +1.9% | -30.1% | +32.1% | +7.1% |
| 6M | +11.0% | +2.7% | +8.3% | +8.3% |
| YTD | +14.7% | +44.1% | -29.3% | +4.9% |
| 1Y | +15.6% | +38.7% | -23.1% | +5.3% |
| 3Y | +52.5% | +309.8% | -257.2% | +1.3% |
| All | +52.5% | +312.9% | -260.4% | +1.3% |
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 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