+1,535.8%
MOD vs IAG
+371.9%
+1,163.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.5% | +4.5% |
| 7D | +9.6% | -0.5% | +10.1% | +9.6% |
| 30D | 0.0% | +28.9% | -28.9% | -2.2% |
| 3M | -35.4% | +19.1% | -54.5% | -36.5% |
| 6M | -7.3% | -10.3% | +3.0% | -7.2% |
| YTD | +45.8% | +24.2% | +21.6% | +42.3% |
| 1Y | +43.1% | +116.5% | -73.3% | +35.1% |
| 3Y | +297.7% | +742.8% | -445.1% | +250.9% |
| 5Y | +1,478.8% | +753.3% | +725.4% | +1,254.5% |
| All | +1,535.8% | +371.9% | +1,163.9% | +1,328.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling