+172.1%
IJR vs MOD
+1,486.8%
-1,314.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.4% |
| 7D | -1.1% | +3.6% | -4.7% | -1.9% |
| 30D | -3.6% | -2.6% | -1.0% | -3.3% |
| 3M | +2.3% | -33.1% | +35.5% | +9.8% |
| 6M | +14.3% | -7.5% | +21.9% | +13.2% |
| YTD | +19.3% | +39.3% | -20.0% | +6.9% |
| 1Y | +22.6% | +34.3% | -11.6% | +9.4% |
| 3Y | +53.5% | +296.2% | -242.6% | -1.0% |
| 5Y | +39.9% | +1,504.6% | -1,464.6% | -38.1% |
| 10Y | +172.1% | +1,511.5% | -1,339.5% | -0.3% |
| All | +172.1% | +1,486.8% | -1,314.7% | -0.3% |
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 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