+1,168.4%
MOD vs IWD
+726.5%
+441.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +5.4% |
| 7D | +9.6% | -0.3% | +9.9% | +10.0% |
| 30D | 0.0% | +0.6% | -0.6% | -1.1% |
| 3M | -35.4% | +7.2% | -42.6% | -42.2% |
| 6M | -7.3% | +16.2% | -23.5% | -26.1% |
| YTD | +45.8% | +23.3% | +22.5% | +6.2% |
| 1Y | +43.1% | +29.6% | +13.6% | -2.8% |
| 3Y | +297.7% | +70.5% | +227.2% | +84.0% |
| 5Y | +1,478.8% | +73.5% | +1,405.3% | +625.4% |
| 10Y | +1,633.4% | +198.3% | +1,435.1% | +249.2% |
| All | +1,168.4% | +726.5% | +441.9% | -26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling