+1,158.3%
IJR vs MOD
+1,174.2%
-15.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | -0.6% |
| 7D | -0.2% | +9.6% | -9.8% | -2.3% |
| 30D | -2.4% | 0.0% | -2.4% | -2.7% |
| 3M | +3.9% | -35.4% | +39.3% | +13.4% |
| 6M | +12.4% | -7.3% | +19.7% | +10.9% |
| YTD | +21.5% | +45.8% | -24.3% | +6.4% |
| 1Y | +24.0% | +43.1% | -19.2% | +7.5% |
| 3Y | +49.7% | +297.7% | -248.0% | -7.1% |
| 5Y | +39.7% | +1,478.8% | -1,439.1% | -41.7% |
| 10Y | +169.0% | +1,633.4% | -1,464.4% | -7.9% |
| All | +1,158.3% | +1,174.2% | -15.9% | +248.6% |
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