+71.0%
IOT vs MOD
+928.6%
-857.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.9% | -6.8% | +1.2% |
| 7D | +0.8% | -13.9% | +14.7% | +2.7% |
| 30D | +1.6% | -41.5% | +43.2% | +11.2% |
| 3M | +3.3% | -45.7% | +49.0% | +13.9% |
| 6M | +42.0% | -61.1% | +103.1% | +63.5% |
| YTD | +19.1% | -20.5% | +39.6% | +8.5% |
| 1Y | +8.8% | -32.1% | +40.9% | +3.1% |
| 3Y | +79.2% | +146.5% | -67.2% | -1.4% |
| All | +71.0% | +928.6% | -857.6% | -43.9% |
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