+1,064.5%
MOD vs IVZ
+43.7%
+1,020.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +2.4% | +25.5% | +26.4% |
| 7D | +40.4% | +7.6% | +32.8% | +34.8% |
| 30D | -14.0% | +4.3% | -18.3% | -16.5% |
| 3M | -33.3% | -9.3% | -24.0% | -29.2% |
| 6M | -51.4% | +5.2% | -56.7% | -52.9% |
| YTD | +1.6% | +13.4% | -11.8% | -6.0% |
| 1Y | +5.4% | +25.4% | -20.0% | -8.0% |
| 3Y | +191.0% | +152.5% | +38.5% | +63.6% |
| 5Y | +1,093.1% | +36.7% | +1,056.4% | +829.9% |
| All | +1,064.5% | +43.7% | +1,020.8% | +807.8% |
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