+56.0%
IWF vs MOD
+1,086.9%
-1,030.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +27.9% | -29.0% | -5.8% |
| 7D | +2.8% | +40.4% | -37.6% | -3.7% |
| 30D | -7.5% | -14.0% | +6.5% | -6.3% |
| 3M | -8.5% | -33.3% | +24.9% | -3.5% |
| 6M | -7.4% | -51.4% | +44.0% | +2.0% |
| YTD | -2.6% | +1.6% | -4.3% | -7.8% |
| 1Y | -1.8% | +5.4% | -7.2% | -8.3% |
| 3Y | +65.5% | +191.0% | -125.5% | +18.0% |
| All | +56.0% | +1,086.9% | -1,030.9% | -23.5% |
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