+774.4%
IVV vs MOD
+499.1%
+275.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -21.4% | +23.1% | +5.3% |
| 7D | -0.7% | -31.3% | +30.6% | +5.3% |
| 30D | -1.0% | -46.1% | +45.1% | +9.1% |
| 3M | -0.3% | -51.1% | +50.8% | +11.3% |
| 6M | +7.4% | -62.1% | +69.4% | +23.6% |
| YTD | +13.4% | -26.2% | +39.6% | +14.3% |
| 1Y | +14.8% | -32.6% | +47.4% | +16.7% |
| 3Y | +83.3% | +133.8% | -50.5% | +39.6% |
| 5Y | +76.1% | +792.8% | -716.6% | +0.2% |
| 10Y | +333.3% | +959.8% | -626.5% | +105.0% |
| All | +774.4% | +499.1% | +275.3% | +237.5% |
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