+88.1%
IYR vs MOD
+881.6%
-793.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.1% |
| 7D | +2.1% | -17.8% | +19.9% | +3.7% |
| 30D | +7.2% | -43.2% | +50.4% | +13.0% |
| 3M | +0.4% | -46.0% | +46.4% | +6.1% |
| 6M | +1.4% | -62.2% | +63.7% | +10.4% |
| YTD | +11.3% | -22.8% | +34.1% | +10.2% |
| 1Y | +10.5% | -35.5% | +46.0% | +11.1% |
| 3Y | +41.7% | +128.2% | -86.5% | +13.8% |
| 5Y | +7.1% | +791.6% | -784.5% | -31.5% |
| All | +88.1% | +881.6% | -793.6% | +4.9% |
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