+32.1%
IP vs MOD
+916.1%
-884.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -21.4% | +22.9% | +5.2% |
| 7D | +3.4% | -31.3% | +34.7% | +9.6% |
| 30D | +11.2% | -46.1% | +57.3% | +22.6% |
| 3M | -14.8% | -51.1% | +36.4% | -4.8% |
| 6M | +17.3% | -62.1% | +79.3% | +35.3% |
| YTD | -6.2% | -26.2% | +20.0% | -5.7% |
| 1Y | +2.3% | -32.6% | +34.9% | +3.8% |
| 3Y | +17.7% | +133.8% | -116.2% | -15.7% |
| 5Y | -8.4% | +792.8% | -801.2% | -54.3% |
| 10Y | +32.1% | +959.8% | -927.7% | -44.1% |
| All | +32.1% | +916.1% | -884.0% | -44.1% |
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