+733.6%
IWM vs MOD
+484.5%
+249.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -7.3% | +2.7% | -2.9% |
| 7D | -4.6% | -34.2% | +29.6% | +4.5% |
| 30D | -3.7% | -51.9% | +48.2% | +13.3% |
| 3M | -9.4% | -53.0% | +43.7% | +6.5% |
| 6M | -3.6% | -66.4% | +62.7% | +20.5% |
| YTD | +10.8% | -31.5% | +42.4% | +14.1% |
| 1Y | +11.9% | -39.6% | +51.4% | +17.6% |
| 3Y | +60.6% | +116.8% | -56.3% | +12.7% |
| 5Y | +19.2% | +713.8% | -694.6% | -43.7% |
| 10Y | +165.3% | +882.7% | -717.3% | -1.1% |
| All | +733.6% | +484.5% | +249.1% | +166.9% |
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