+527.5%
MOD vs IWD
+754.2%
-226.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +2.6% | -24.0% | -25.6% |
| 7D | -31.3% | +2.5% | -33.9% | -35.0% |
| 30D | -46.1% | +6.0% | -52.1% | -51.7% |
| 3M | -51.1% | +3.8% | -54.9% | -54.7% |
| 6M | -62.1% | +16.3% | -78.4% | -70.6% |
| YTD | -26.2% | +27.5% | -53.7% | -49.7% |
| 1Y | -32.6% | +32.8% | -65.4% | -56.7% |
| 3Y | +133.8% | +84.3% | +49.5% | -6.2% |
| 5Y | +792.8% | +75.7% | +717.0% | +296.0% |
| 10Y | +959.8% | +220.9% | +738.9% | +86.7% |
| All | +527.5% | +754.2% | -226.7% | -66.0% |
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