+381.0%
MOD vs IVZ
+897.2%
-516.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | -25.5% | -2.4% | -23.1% | -25.1% |
| 30D | -49.0% | -11.2% | -37.8% | -46.1% |
| 3M | -49.8% | -14.0% | -35.8% | -46.0% |
| 6M | -64.8% | +0.5% | -65.2% | -64.9% |
| YTD | -27.6% | +5.4% | -33.1% | -29.6% |
| 1Y | -35.2% | +19.5% | -54.7% | -40.6% |
| 3Y | +137.1% | +128.7% | +8.4% | +56.2% |
| 5Y | +760.3% | +28.8% | +731.5% | +637.5% |
| 10Y | +938.8% | +52.3% | +886.5% | +659.9% |
| All | +381.0% | +897.2% | -516.2% | +121.4% |
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