+906.4%
MOD vs IVZ
+48.5%
+857.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | -25.5% | -2.4% | -23.1% | -25.0% |
| 30D | -49.0% | -11.2% | -37.8% | -45.4% |
| 3M | -49.8% | -14.0% | -35.8% | -45.2% |
| 6M | -64.8% | +0.5% | -65.2% | -65.0% |
| YTD | -27.6% | +5.4% | -33.1% | -30.3% |
| 1Y | -35.2% | +19.5% | -54.7% | -41.9% |
| 3Y | +137.1% | +128.7% | +8.4% | +40.8% |
| 5Y | +760.3% | +28.8% | +731.5% | +592.7% |
| All | +906.4% | +48.5% | +857.9% | +630.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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