+886.3%
MOD vs IAG
+336.8%
+549.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.7% | +3.8% | -2.3% |
| 7D | -17.8% | +16.8% | -34.7% | -19.1% |
| 30D | -43.2% | -1.5% | -41.7% | -43.2% |
| 3M | -46.0% | +0.5% | -46.5% | -46.2% |
| 6M | -62.2% | -1.0% | -61.3% | -62.4% |
| YTD | -22.8% | +12.3% | -35.1% | -24.2% |
| 1Y | -35.5% | +39.2% | -74.7% | -37.6% |
| 3Y | +128.2% | +712.3% | -584.0% | +101.0% |
| 5Y | +791.6% | +484.2% | +307.4% | +666.1% |
| 10Y | +886.3% | +382.3% | +504.0% | +773.2% |
| All | +886.3% | +336.8% | +549.5% | +773.2% |
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