-32.6%
MOD vs IWD
+33.0%
-65.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +2.6% | -24.0% | -27.5% |
| 7D | -31.3% | +2.5% | -33.9% | -36.5% |
| 30D | -46.1% | +6.0% | -52.1% | -55.0% |
| 3M | -51.1% | +3.8% | -54.9% | -56.7% |
| 6M | -62.1% | +16.3% | -78.4% | -77.1% |
| YTD | -26.2% | +27.5% | -53.7% | -66.8% |
| 1Y | -32.6% | +32.8% | -65.4% | -72.7% |
| All | -32.6% | +33.0% | -65.6% | -72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 1y: compounded portfolio wealth divided by compounded IWD 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…
1y analysis · Full analysis span regression · 6 months rolling