+419.1%
MOD vs IAG
+308.0%
+111.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.2% | -7.4% | -7.3% |
| 7D | -34.2% | +4.5% | -38.7% | -34.7% |
| 30D | -51.9% | -5.7% | -46.2% | -51.7% |
| 3M | -53.0% | +10.1% | -63.2% | -53.8% |
| 6M | -66.4% | +7.3% | -73.6% | -66.8% |
| YTD | -31.5% | +6.1% | -37.7% | -32.9% |
| 1Y | -39.6% | +46.8% | -86.4% | -42.8% |
| 3Y | +116.8% | +573.1% | -456.3% | +71.8% |
| 5Y | +713.8% | +477.6% | +236.2% | +527.9% |
| 10Y | +882.7% | +315.7% | +567.0% | +617.7% |
| All | +419.1% | +308.0% | +111.1% | +235.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling