+58.2%
IWF vs MOD
+820.4%
-762.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.5% | -1.2% | +1.7% |
| 7D | -1.1% | +8.2% | -9.3% | -2.5% |
| 30D | -8.3% | -38.2% | +29.9% | -1.0% |
| 3M | -5.6% | -46.2% | +40.7% | +4.0% |
| 6M | -5.4% | -62.5% | +57.1% | +9.6% |
| YTD | -1.2% | -20.1% | +18.9% | -1.9% |
| 1Y | -2.6% | -29.7% | +27.0% | -1.7% |
| 3Y | +67.8% | +136.2% | -68.4% | +24.7% |
| All | +58.2% | +820.4% | -762.2% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling