+1,535.8%
MOD vs IVZ
+65.9%
+1,469.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +3.6% |
| 7D | +9.6% | +0.6% | +8.9% | +9.2% |
| 30D | 0.0% | +4.0% | -4.0% | -2.4% |
| 3M | -35.4% | +18.2% | -53.6% | -41.6% |
| 6M | -7.3% | +32.8% | -40.1% | -21.9% |
| YTD | +45.8% | +28.7% | +17.1% | +24.7% |
| 1Y | +43.1% | +55.4% | -12.2% | +9.4% |
| 3Y | +297.7% | +135.2% | +162.5% | +131.5% |
| 5Y | +1,478.8% | +64.2% | +1,414.6% | +987.9% |
| All | +1,535.8% | +65.9% | +1,469.9% | +1,015.6% |
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