+62.8%
IOT vs MOD
+1,786.2%
-1,723.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.3% | -0.6% | +2.9% |
| 7D | -2.3% | +9.6% | -11.9% | -4.1% |
| 30D | +3.8% | 0.0% | +3.8% | +3.6% |
| 3M | +14.2% | -35.4% | +49.5% | +22.8% |
| 6M | +40.1% | -7.3% | +47.4% | +34.2% |
| YTD | +13.4% | +45.8% | -32.4% | -6.4% |
| 1Y | +12.2% | +43.1% | -31.0% | -8.1% |
| 3Y | +30.0% | +297.7% | -267.7% | -32.7% |
| All | +62.8% | +1,786.2% | -1,723.5% | -51.6% |
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