+22.9%
IP vs MOD
+1,642.7%
-1,619.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.3% | -2.1% | +1.4% |
| 7D | -5.3% | +9.6% | -14.9% | -6.8% |
| 30D | -10.9% | 0.0% | -10.9% | -11.0% |
| 3M | +11.2% | -35.4% | +46.5% | +18.9% |
| 6M | -10.2% | -7.3% | -3.0% | -11.0% |
| YTD | -2.0% | +45.8% | -47.8% | -11.5% |
| 1Y | -19.1% | +43.1% | -62.2% | -27.5% |
| 3Y | +20.9% | +297.7% | -276.8% | -20.0% |
| 5Y | -17.8% | +1,478.8% | -1,496.6% | -62.2% |
| All | +22.9% | +1,642.7% | -1,619.8% | -53.4% |
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