+381.2%
IWF vs MOD
+920.5%
-539.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.4% |
| 7D | -2.9% | -17.8% | +14.9% | -0.5% |
| 30D | -10.9% | -43.2% | +32.4% | -3.6% |
| 3M | -8.1% | -46.0% | +37.9% | -0.2% |
| 6M | -7.5% | -62.2% | +54.7% | +4.8% |
| YTD | -3.4% | -22.8% | +19.4% | -3.0% |
| 1Y | -5.0% | -35.5% | +30.5% | -2.5% |
| 3Y | +64.0% | +128.2% | -64.2% | +33.3% |
| 5Y | +56.8% | +791.6% | -734.8% | +1.5% |
| 10Y | +381.2% | +886.3% | -505.1% | +188.1% |
| All | +381.2% | +920.5% | -539.3% | +188.1% |
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