+383.3%
IWF vs MOD
+1,005.7%
-622.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.9% | -7.0% | +1.4% |
| 7D | -1.0% | -13.9% | +12.9% | +0.7% |
| 30D | -10.1% | -41.5% | +31.4% | -3.2% |
| 3M | -7.6% | -45.7% | +38.1% | +0.2% |
| 6M | -6.7% | -61.1% | +54.4% | +5.2% |
| YTD | -2.5% | -20.5% | +18.0% | -2.6% |
| 1Y | -2.1% | -32.1% | +30.1% | -0.2% |
| 3Y | +68.6% | +146.5% | -77.8% | +35.6% |
| 5Y | +55.8% | +812.7% | -756.9% | +0.6% |
| 10Y | +383.3% | +966.8% | -583.6% | +190.1% |
| All | +383.3% | +1,005.7% | -622.5% | +190.1% |
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