+43.1%
MOD vs IFF
+34.4%
+8.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.3% |
| 7D | +9.6% | -1.8% | +11.4% | +9.7% |
| 30D | 0.0% | -2.0% | +2.0% | +0.1% |
| 3M | -35.4% | +18.5% | -53.9% | -36.6% |
| 6M | -7.3% | +11.7% | -18.9% | -10.4% |
| YTD | +45.8% | +29.6% | +16.2% | +42.5% |
| 1Y | +43.1% | +35.0% | +8.2% | +37.9% |
| All | +43.1% | +34.4% | +8.7% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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