+392.8%
IWF vs MOD
+822.6%
-429.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.3% |
| 7D | +5.3% | +16.1% | -10.8% | +2.9% |
| 30D | -8.6% | -38.5% | +29.9% | -2.3% |
| 3M | -6.5% | -46.8% | +40.3% | +1.7% |
| 6M | -5.6% | -61.6% | +56.0% | +6.8% |
| YTD | -1.5% | -20.5% | +19.0% | -1.6% |
| 1Y | -2.8% | -28.0% | +25.2% | -1.9% |
| 3Y | +67.1% | +134.9% | -67.8% | +35.2% |
| 5Y | +57.6% | +833.2% | -775.5% | +1.2% |
| All | +392.8% | +822.6% | -429.8% | +192.9% |
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