+808.3%
IWM vs MOD
+1,174.2%
-365.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | -0.8% |
| 7D | +0.1% | +9.6% | -9.5% | -2.2% |
| 30D | -1.3% | 0.0% | -1.3% | -1.5% |
| 3M | +1.6% | -35.4% | +37.0% | +11.3% |
| 6M | +13.6% | -7.3% | +20.8% | +12.3% |
| YTD | +20.8% | +45.8% | -25.1% | +5.6% |
| 1Y | +26.4% | +43.1% | -16.7% | +9.5% |
| 3Y | +60.7% | +297.7% | -237.0% | -1.1% |
| 5Y | +38.2% | +1,478.8% | -1,440.6% | -43.4% |
| 10Y | +169.5% | +1,633.4% | -1,463.9% | -10.6% |
| All | +808.3% | +1,174.2% | -365.9% | +145.5% |
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