+833.2%
MOD vs IAG
+427.4%
+405.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.1% | +4.6% | +0.2% |
| 7D | +16.1% | -2.1% | +18.2% | +16.5% |
| 30D | -38.5% | -6.2% | -32.3% | -38.1% |
| 3M | -46.8% | -5.1% | -41.7% | -46.6% |
| 6M | -61.6% | -10.0% | -51.6% | -61.3% |
| YTD | -20.5% | +3.9% | -24.5% | -22.2% |
| 1Y | -28.0% | +18.9% | -46.9% | -30.7% |
| 3Y | +134.9% | +651.8% | -516.8% | +87.4% |
| 5Y | +833.2% | +416.3% | +416.9% | +582.2% |
| All | +833.2% | +427.4% | +405.8% | +582.2% |
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