+19.2%
IWM vs MOD
+720.4%
-701.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -7.3% | +2.7% | -3.2% |
| 7D | -4.6% | -34.2% | +29.6% | +2.6% |
| 30D | -3.7% | -51.9% | +48.2% | +9.8% |
| 3M | -9.4% | -53.0% | +43.7% | +3.2% |
| 6M | -3.6% | -66.4% | +62.7% | +15.7% |
| YTD | +10.8% | -31.5% | +42.4% | +12.9% |
| 1Y | +11.9% | -39.6% | +51.4% | +16.1% |
| 3Y | +60.6% | +116.8% | -56.3% | +15.0% |
| 5Y | +19.2% | +713.8% | -694.6% | -41.2% |
| All | +19.2% | +720.4% | -701.2% | -41.2% |
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