+650.0%
IWF vs MOD
+517.9%
+132.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.7% | -4.5% | +0.2% |
| 7D | -5.0% | -25.5% | +20.6% | -0.5% |
| 30D | -13.2% | -49.0% | +35.8% | -3.0% |
| 3M | -9.4% | -49.8% | +40.4% | +1.1% |
| 6M | -8.6% | -64.8% | +56.2% | +7.3% |
| YTD | -5.3% | -27.6% | +22.3% | -3.8% |
| 1Y | -5.0% | -35.2% | +30.2% | -2.2% |
| 3Y | +64.6% | +137.1% | -72.5% | +26.7% |
| 5Y | +50.8% | +760.3% | -709.5% | -11.9% |
| 10Y | +385.7% | +938.8% | -553.1% | +135.2% |
| All | +650.0% | +517.9% | +132.1% | +204.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling