+161.6%
IWM vs MOD
+911.6%
-750.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.7% | -4.7% | -0.2% |
| 7D | -2.0% | -25.5% | +23.5% | +3.2% |
| 30D | -1.5% | -49.0% | +47.6% | +11.7% |
| 3M | -8.0% | -49.8% | +41.8% | +4.0% |
| 6M | -4.1% | -64.8% | +60.7% | +14.9% |
| YTD | +11.9% | -27.6% | +39.6% | +13.3% |
| 1Y | +15.0% | -35.2% | +50.2% | +18.3% |
| 3Y | +64.2% | +137.1% | -72.9% | +18.3% |
| 5Y | +20.4% | +760.3% | -739.9% | -38.1% |
| All | +161.6% | +911.6% | -750.0% | +15.4% |
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