+810.7%
MOD vs IFF
-13.3%
+824.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.7% |
| 7D | +16.1% | -6.9% | +23.0% | +19.7% |
| 30D | -38.5% | -8.9% | -29.7% | -36.0% |
| 3M | -46.8% | -3.7% | -43.1% | -46.2% |
| 6M | -61.6% | +3.5% | -65.1% | -63.0% |
| YTD | -20.5% | +21.2% | -41.7% | -30.3% |
| 1Y | -28.0% | +25.6% | -53.6% | -38.3% |
| 3Y | +134.9% | +19.7% | +115.2% | +99.9% |
| 5Y | +833.2% | -39.8% | +873.0% | +1,022.5% |
| All | +810.7% | -13.3% | +824.0% | +791.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling