+356.7%
IP vs MOD
+3,565.2%
-3,208.6%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.3% | -2.1% | +1.2% |
| 7D | -5.3% | +9.6% | -14.9% | -7.2% |
| 30D | -10.9% | 0.0% | -10.9% | -11.0% |
| 3M | +11.2% | -35.4% | +46.5% | +20.9% |
| 6M | -10.2% | -7.3% | -3.0% | -11.3% |
| YTD | -2.0% | +45.8% | -47.8% | -13.8% |
| 1Y | -19.1% | +43.1% | -62.2% | -29.6% |
| 3Y | +20.9% | +297.7% | -276.8% | -25.6% |
| 5Y | -17.8% | +1,478.8% | -1,496.6% | -65.9% |
| 10Y | +23.5% | +1,633.4% | -1,609.9% | -57.9% |
| All | +356.7% | +3,565.2% | -3,208.6% | +3.0% |
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