+906.4%
MOD vs IWD
+207.5%
+698.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +6.3% |
| 7D | -25.5% | -0.5% | -25.1% | -25.9% |
| 30D | -49.0% | +2.7% | -51.7% | -51.8% |
| 3M | -49.8% | +0.9% | -50.7% | -51.2% |
| 6M | -64.8% | +10.5% | -75.3% | -70.2% |
| YTD | -27.6% | +23.7% | -51.3% | -47.8% |
| 1Y | -35.2% | +28.7% | -63.9% | -55.8% |
| 3Y | +137.1% | +79.7% | +57.4% | +3.7% |
| 5Y | +760.3% | +69.7% | +690.6% | +319.6% |
| All | +906.4% | +207.5% | +698.9% | +146.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling