+54.6%
IJR vs MOD
+129.2%
-74.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.7% | -5.6% | -0.8% |
| 7D | -1.9% | -25.5% | +23.7% | +2.0% |
| 30D | +0.4% | -49.0% | +49.4% | +10.5% |
| 3M | -6.6% | -49.8% | +43.3% | +2.7% |
| 6M | -0.3% | -64.8% | +64.5% | +14.7% |
| YTD | +15.5% | -27.6% | +43.1% | +15.4% |
| 1Y | +19.2% | -35.2% | +54.4% | +20.7% |
| 3Y | +54.6% | +137.1% | -82.6% | -5.7% |
| All | +54.6% | +129.2% | -74.6% | -5.7% |
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 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