+713.8%
MOD vs IWD
+70.2%
+643.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.6% | -4.7% | -2.4% |
| 7D | -34.2% | -0.9% | -33.2% | -33.9% |
| 30D | -51.9% | +2.6% | -54.5% | -55.0% |
| 3M | -53.0% | +1.2% | -54.3% | -54.9% |
| 6M | -66.4% | +12.1% | -78.5% | -73.2% |
| YTD | -31.5% | +24.1% | -55.7% | -54.1% |
| 1Y | -39.6% | +28.5% | -68.1% | -61.6% |
| 3Y | +116.8% | +79.5% | +37.3% | -16.8% |
| 5Y | +713.8% | +70.3% | +643.5% | +238.9% |
| All | +713.8% | +70.2% | +643.6% | +238.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling