+80.9%
IYR vs MOD
+911.6%
-830.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.7% | -6.3% | -1.2% |
| 7D | +2.0% | -25.5% | +27.5% | +4.7% |
| 30D | +8.2% | -49.0% | +57.2% | +15.4% |
| 3M | -1.7% | -49.8% | +48.1% | +4.6% |
| 6M | -0.4% | -64.8% | +64.4% | +9.2% |
| YTD | +9.9% | -27.6% | +37.5% | +9.5% |
| 1Y | +10.4% | -35.2% | +45.6% | +10.9% |
| 3Y | +38.4% | +137.1% | -98.7% | +10.6% |
| 5Y | +5.2% | +760.3% | -755.1% | -32.2% |
| All | +80.9% | +911.6% | -830.7% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling