+10.6%
IYR vs MOD
-6.2%
+16.8%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +27.9% | -27.8% | +0.1% |
| 7D | +0.6% | +40.4% | -39.8% | +0.6% |
| 30D | +6.6% | -14.0% | +20.6% | +6.7% |
| 3M | -1.8% | -33.3% | +31.5% | -1.3% |
| 6M | +1.4% | -51.4% | +52.9% | +2.6% |
| YTD | +10.5% | +1.6% | +8.9% | +7.5% |
| 1Y | +10.6% | +5.4% | +5.2% | +7.4% |
| All | +10.6% | -6.2% | +16.8% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling