+146.5%
MOD vs IFF
+26.0%
+120.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.2% | +7.7% | +9.4% |
| 7D | -13.9% | -10.8% | -3.2% | -11.6% |
| 30D | -41.5% | -0.1% | -41.4% | -41.5% |
| 3M | -45.7% | -1.2% | -44.5% | -45.6% |
| 6M | -61.1% | +5.2% | -66.3% | -61.9% |
| YTD | -20.5% | +27.3% | -47.8% | -27.7% |
| 1Y | -32.1% | +39.2% | -71.3% | -40.7% |
| 3Y | +146.5% | +26.1% | +120.3% | +121.6% |
| All | +146.5% | +26.0% | +120.5% | +121.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling