+5.4%
MOD vs IWD
+28.9%
-23.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.2% | +27.6% | +27.3% |
| 7D | +40.4% | +2.3% | +38.1% | +33.8% |
| 30D | -14.0% | +3.6% | -17.6% | -22.8% |
| 3M | -33.3% | +2.2% | -35.5% | -37.8% |
| 6M | -51.4% | +13.0% | -64.4% | -67.2% |
| YTD | +1.6% | +26.5% | -24.9% | -51.1% |
| 1Y | +5.4% | +30.1% | -24.8% | -53.4% |
| All | +5.4% | +28.9% | -23.5% | -53.4% |
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