+906.4%
MOD vs IAG
+365.5%
+540.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +7.2% | -1.5% | +5.1% |
| 7D | -25.5% | +21.4% | -47.0% | -27.0% |
| 30D | -49.0% | +4.0% | -53.1% | -49.2% |
| 3M | -49.8% | +17.0% | -66.8% | -50.6% |
| 6M | -64.8% | +1.4% | -66.2% | -65.0% |
| YTD | -27.6% | +13.8% | -41.4% | -29.0% |
| 1Y | -35.2% | +55.8% | -91.0% | -37.7% |
| 3Y | +137.1% | +647.4% | -510.3% | +110.3% |
| 5Y | +760.3% | +519.1% | +241.1% | +642.2% |
| All | +906.4% | +365.5% | +540.8% | +796.9% |
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