-28.0%
MOD vs IWD
+28.5%
-56.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | +0.5% |
| 7D | +16.1% | +1.7% | +14.4% | +11.8% |
| 30D | -38.5% | +3.2% | -41.7% | -44.6% |
| 3M | -46.8% | +2.3% | -49.1% | -50.9% |
| 6M | -61.6% | +12.9% | -74.5% | -74.6% |
| YTD | -20.5% | +26.2% | -46.8% | -63.8% |
| 1Y | -28.0% | +28.3% | -56.3% | -68.6% |
| All | -28.0% | +28.5% | -56.5% | -68.6% |
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