+151.9%
IWM vs MOD
+915.9%
-764.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.6% | +0.2% |
| 7D | -0.3% | +8.2% | -8.6% | -2.0% |
| 30D | +1.9% | -38.2% | +40.0% | +11.0% |
| 3M | -5.7% | -46.2% | +40.5% | +5.1% |
| 6M | -0.3% | -62.5% | +62.3% | +18.0% |
| YTD | +15.8% | -20.1% | +35.9% | +14.9% |
| 1Y | +17.1% | -29.7% | +46.8% | +18.5% |
| 3Y | +73.1% | +136.2% | -63.1% | +25.1% |
| 5Y | +25.9% | +820.4% | -794.5% | -36.0% |
| 10Y | +151.9% | +839.8% | -687.9% | +12.3% |
| All | +151.9% | +915.9% | -764.0% | +12.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling