+39.3%
IYR vs MOD
+116.8%
-77.5%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.3% | +5.6% | -1.4% |
| 7D | +2.8% | -34.2% | +36.9% | +4.5% |
| 30D | +7.3% | -51.9% | +59.2% | +10.8% |
| 3M | -2.0% | -53.0% | +51.0% | +1.1% |
| 6M | +1.5% | -66.4% | +67.9% | +6.2% |
| YTD | +10.5% | -31.5% | +42.1% | +9.5% |
| 1Y | +10.5% | -39.6% | +50.1% | +10.2% |
| All | +39.3% | +116.8% | -77.5% | +2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling