+741.9%
IWM vs MOD
+517.9%
+224.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.7% | -4.7% | -0.4% |
| 7D | -2.0% | -25.5% | +23.5% | +4.2% |
| 30D | -1.5% | -49.0% | +47.6% | +14.3% |
| 3M | -8.0% | -49.8% | +41.8% | +6.3% |
| 6M | -4.1% | -64.8% | +60.7% | +18.5% |
| YTD | +11.9% | -27.6% | +39.6% | +13.7% |
| 1Y | +15.0% | -35.2% | +50.2% | +18.9% |
| 3Y | +64.2% | +137.1% | -72.9% | +12.8% |
| 5Y | +20.4% | +760.3% | -739.9% | -43.9% |
| 10Y | +168.0% | +938.8% | -770.8% | -1.4% |
| All | +741.9% | +517.9% | +224.0% | +165.9% |
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