+966.8%
MOD vs IVZ
+55.7%
+911.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +6.8% | +3.1% | +5.7% |
| 7D | -13.9% | +4.1% | -18.0% | -16.6% |
| 30D | -41.5% | -2.0% | -39.5% | -41.0% |
| 3M | -45.7% | -7.8% | -37.9% | -43.1% |
| 6M | -61.1% | +6.3% | -67.4% | -62.7% |
| YTD | -20.5% | +12.6% | -33.0% | -26.3% |
| 1Y | -32.1% | +27.6% | -59.8% | -41.5% |
| 3Y | +146.5% | +154.0% | -7.6% | +37.6% |
| 5Y | +812.7% | +37.3% | +775.4% | +607.5% |
| 10Y | +966.8% | +50.5% | +916.3% | +673.1% |
| All | +966.8% | +55.7% | +911.2% | +673.1% |
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