-2.7%
IWF vs MOD
-33.2%
+30.5%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.5% | -1.2% | +1.8% |
| 7D | -1.1% | +8.2% | -9.3% | -2.1% |
| 30D | -8.3% | -38.2% | +29.9% | -3.3% |
| 3M | -5.6% | -46.2% | +40.7% | +1.0% |
| 6M | -5.4% | -62.5% | +57.1% | +4.5% |
| YTD | -1.2% | -20.1% | +18.9% | +1.2% |
| 1Y | -2.7% | -29.7% | +27.0% | +0.8% |
| All | -2.7% | -33.2% | +30.5% | +0.8% |
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