+727.5%
IWF vs MOD
+1,174.2%
-446.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -0.8% |
| 7D | +0.5% | +9.6% | -9.0% | -1.1% |
| 30D | -0.4% | 0.0% | -0.4% | -0.6% |
| 3M | -2.6% | -35.4% | +32.8% | +4.2% |
| 6M | +9.1% | -7.3% | +16.4% | +8.4% |
| YTD | +4.5% | +45.8% | -41.3% | -5.3% |
| 1Y | +10.1% | +43.1% | -33.1% | -0.9% |
| 3Y | +77.6% | +297.7% | -220.0% | +25.6% |
| 5Y | +73.7% | +1,478.8% | -1,405.0% | -8.1% |
| 10Y | +411.5% | +1,633.4% | -1,221.9% | +128.8% |
| All | +727.5% | +1,174.2% | -446.7% | +198.7% |
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