+9.0%
IYR vs MOD
-33.2%
+42.1%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.2% |
| 7D | -1.2% | +8.2% | -9.4% | -1.2% |
| 30D | +6.1% | -38.2% | +44.3% | +6.6% |
| 3M | +0.9% | -46.2% | +47.2% | +1.7% |
| 6M | +1.2% | -62.5% | +63.7% | +2.7% |
| YTD | +11.1% | -20.1% | +31.2% | +7.8% |
| 1Y | +9.0% | -29.7% | +38.7% | +5.9% |
| All | +9.0% | -33.2% | +42.1% | +5.9% |
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 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