+56.5%
IOT vs MOD
+1,702.0%
-1,645.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.3% | -0.4% | -3.1% |
| 7D | +5.1% | +3.6% | +1.5% | +4.3% |
| 30D | -3.0% | -2.6% | -0.4% | -2.7% |
| 3M | +15.0% | -33.1% | +48.1% | +22.6% |
| 6M | +13.1% | -7.5% | +20.7% | +8.9% |
| YTD | +9.0% | +39.3% | -30.3% | -9.2% |
| 1Y | +0.1% | +34.3% | -34.1% | -16.6% |
| 3Y | +26.4% | +296.2% | -269.8% | -34.7% |
| All | +56.5% | +1,702.0% | -1,645.6% | -53.0% |
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