+355.0%
MOD vs IVZ
+897.2%
-542.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -8.0% | +0.7% | -3.2% |
| 7D | -34.2% | -6.7% | -27.5% | -32.2% |
| 30D | -51.9% | -10.9% | -41.0% | -49.2% |
| 3M | -53.0% | -14.8% | -38.2% | -49.2% |
| 6M | -66.4% | +2.4% | -68.8% | -66.8% |
| YTD | -31.5% | +5.4% | -37.0% | -33.4% |
| 1Y | -39.6% | +19.6% | -59.1% | -44.6% |
| 3Y | +116.8% | +122.4% | -5.6% | +44.8% |
| 5Y | +713.8% | +28.8% | +685.0% | +597.6% |
| 10Y | +882.7% | +52.3% | +830.4% | +618.8% |
| All | +355.0% | +897.2% | -542.2% | +109.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling