+1,819.7%
MOD vs IFF
+819.4%
+1,000.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.8% |
| 7D | +8.2% | -5.7% | +14.0% | +11.7% |
| 30D | -38.2% | -2.7% | -35.4% | -37.4% |
| 3M | -46.2% | -2.3% | -43.9% | -45.8% |
| 6M | -62.5% | +6.0% | -68.6% | -64.6% |
| YTD | -20.1% | +24.6% | -44.7% | -32.6% |
| 1Y | -29.7% | +29.4% | -59.1% | -42.3% |
| 3Y | +136.2% | +23.1% | +113.1% | +93.0% |
| 5Y | +820.4% | -37.2% | +857.5% | +952.5% |
| 10Y | +839.8% | -10.8% | +850.6% | +730.0% |
| All | +1,819.7% | +819.4% | +1,000.3% | +573.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling