-39.6%
MOD vs IWD
+29.3%
-68.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.6% | -4.7% | -1.2% |
| 7D | -34.2% | -0.9% | -33.2% | -33.6% |
| 30D | -51.9% | +2.6% | -54.5% | -56.5% |
| 3M | -53.0% | +1.2% | -54.3% | -55.9% |
| 6M | -66.4% | +12.1% | -78.5% | -77.5% |
| YTD | -31.5% | +24.1% | -55.7% | -67.1% |
| 1Y | -39.6% | +28.5% | -68.1% | -73.3% |
| All | -39.6% | +29.3% | -68.8% | -73.3% |
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