+86.0%
IYR vs MOD
+1,005.7%
-919.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.9% | -8.3% | +0.5% |
| 7D | +2.3% | -13.9% | +16.2% | +3.4% |
| 30D | +7.4% | -41.5% | +48.9% | +12.9% |
| 3M | -0.7% | -45.7% | +45.0% | +4.9% |
| 6M | +1.6% | -61.1% | +62.8% | +10.2% |
| YTD | +11.6% | -20.5% | +32.1% | +10.0% |
| 1Y | +10.5% | -32.1% | +42.6% | +10.5% |
| 3Y | +43.4% | +146.5% | -103.1% | +14.2% |
| 5Y | +6.8% | +812.7% | -805.9% | -31.6% |
| 10Y | +86.0% | +966.8% | -880.8% | +4.4% |
| All | +86.0% | +1,005.7% | -919.7% | +4.4% |
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