+791.6%
MOD vs IAG
+495.5%
+296.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.7% | +3.8% | -1.9% |
| 7D | -17.8% | +16.8% | -34.7% | -20.0% |
| 30D | -43.2% | -1.5% | -41.7% | -43.2% |
| 3M | -46.0% | +0.5% | -46.5% | -46.3% |
| 6M | -62.2% | -1.0% | -61.3% | -62.5% |
| YTD | -22.8% | +12.3% | -35.1% | -25.2% |
| 1Y | -35.5% | +39.2% | -74.7% | -39.2% |
| 3Y | +128.2% | +712.3% | -584.0% | +80.1% |
| 5Y | +791.6% | +484.2% | +307.4% | +537.2% |
| All | +791.6% | +495.5% | +296.1% | +537.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling