+150.3%
IJR vs MOD
+1,079.7%
-929.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +27.9% | -27.9% | -5.4% |
| 7D | +2.2% | +40.4% | -38.3% | -5.2% |
| 30D | +3.8% | -14.0% | +17.9% | +5.2% |
| 3M | -5.7% | -33.3% | +27.6% | -0.2% |
| 6M | +4.6% | -51.4% | +56.0% | +16.4% |
| YTD | +18.0% | +1.6% | +16.4% | +10.2% |
| 1Y | +21.8% | +5.4% | +16.4% | +12.2% |
| 3Y | +61.1% | +191.0% | -129.9% | +8.8% |
| 5Y | +27.3% | +1,093.1% | -1,065.8% | -41.3% |
| All | +150.3% | +1,079.7% | -929.4% | +0.7% |
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