-12.3%
IP vs MOD
+720.4%
-732.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.3% | +3.3% | -3.0% |
| 7D | -5.0% | -34.2% | +29.2% | -0.4% |
| 30D | +6.5% | -51.9% | +58.4% | +16.1% |
| 3M | -18.0% | -53.0% | +35.0% | -10.6% |
| 6M | +10.3% | -66.4% | +76.7% | +24.5% |
| YTD | -9.9% | -31.5% | +21.7% | -8.5% |
| 1Y | -1.1% | -39.6% | +38.5% | +1.7% |
| 3Y | +13.0% | +116.8% | -103.8% | -13.5% |
| 5Y | -12.3% | +713.8% | -726.1% | -51.7% |
| All | -12.3% | +720.4% | -732.6% | -51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling