+43.1%
MOD vs IAG
+119.5%
-76.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.5% | +4.9% |
| 7D | +9.6% | -0.5% | +10.1% | +9.6% |
| 30D | 0.0% | +28.9% | -28.9% | -7.8% |
| 3M | -35.4% | +19.1% | -54.5% | -39.5% |
| 6M | -7.3% | -10.3% | +3.0% | -8.8% |
| YTD | +45.8% | +24.2% | +21.6% | +27.9% |
| 1Y | +43.1% | +116.5% | -73.3% | -5.0% |
| All | +43.1% | +119.5% | -76.4% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling