+1,096.0%
IJR vs MOD
+517.9%
+578.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.7% | -5.6% | -1.2% |
| 7D | -1.9% | -25.5% | +23.7% | +4.1% |
| 30D | +0.4% | -49.0% | +49.4% | +15.8% |
| 3M | -6.6% | -49.8% | +43.3% | +7.4% |
| 6M | -0.3% | -64.8% | +64.5% | +22.1% |
| YTD | +15.5% | -27.6% | +43.1% | +16.8% |
| 1Y | +19.2% | -35.2% | +54.4% | +22.6% |
| 3Y | +54.6% | +137.1% | -82.6% | +6.4% |
| 5Y | +23.8% | +760.3% | -736.5% | -41.6% |
| 10Y | +175.0% | +938.8% | -763.8% | +4.0% |
| All | +1,096.0% | +517.9% | +578.1% | +284.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling