+305.2%
IVV vs MOD
+857.0%
-551.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -7.3% | +2.9% | -3.4% |
| 7D | -4.8% | -34.2% | +29.4% | +0.4% |
| 30D | -5.9% | -51.9% | +46.0% | +3.3% |
| 3M | -4.5% | -53.0% | +48.5% | +4.8% |
| 6M | +1.8% | -66.4% | +68.2% | +16.0% |
| YTD | +8.4% | -31.5% | +39.9% | +10.2% |
| 1Y | +9.4% | -39.6% | +49.0% | +12.6% |
| 3Y | +75.3% | +116.8% | -41.6% | +42.1% |
| 5Y | +67.8% | +713.8% | -646.0% | +7.8% |
| All | +305.2% | +857.0% | -551.8% | +138.9% |
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