+41.1%
IJR vs MOD
+1,517.7%
-1,476.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.5% |
| 7D | +0.9% | +6.3% | -5.4% | -0.2% |
| 30D | -3.1% | -1.7% | -1.5% | -3.0% |
| 3M | +4.4% | -30.1% | +34.5% | +10.4% |
| 6M | +16.1% | +2.7% | +13.4% | +12.6% |
| YTD | +20.6% | +44.1% | -23.5% | +8.3% |
| 1Y | +22.9% | +38.7% | -15.9% | +9.8% |
| 3Y | +55.2% | +309.8% | -254.6% | +0.4% |
| 5Y | +41.1% | +1,569.7% | -1,528.6% | -38.1% |
| All | +41.1% | +1,517.7% | -1,476.7% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling