-29.7%
MOD vs IAG
+34.9%
-64.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +5.9% | +4.1% |
| 7D | +8.2% | +3.4% | +4.8% | +7.4% |
| 30D | -38.2% | -2.7% | -35.5% | -37.6% |
| 3M | -46.2% | -0.5% | -45.7% | -46.2% |
| 6M | -62.5% | -4.8% | -57.7% | -62.9% |
| YTD | -20.1% | +9.6% | -29.7% | -26.5% |
| 1Y | -29.7% | +32.2% | -61.9% | -43.9% |
| All | -29.7% | +34.9% | -64.5% | -43.9% |
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 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