-1.3%
IWF vs MOD
-33.0%
+31.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -21.4% | +21.8% | +2.9% |
| 7D | -4.2% | -31.3% | +27.2% | 0.0% |
| 30D | -8.1% | -46.1% | +38.0% | -1.4% |
| 3M | -5.1% | -51.1% | +46.1% | +2.8% |
| 6M | -1.4% | -62.1% | +60.6% | +9.0% |
| YTD | -0.1% | -26.2% | +26.1% | +3.3% |
| 1Y | -1.3% | -32.6% | +31.3% | +2.3% |
| All | -1.3% | -33.0% | +31.7% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling