+5.4%
IYR vs MOD
+1,086.9%
-1,081.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +27.9% | -27.8% | -1.9% |
| 7D | +0.6% | +40.4% | -39.8% | -2.1% |
| 30D | +6.6% | -14.0% | +20.6% | +7.2% |
| 3M | -1.8% | -33.3% | +31.5% | +0.6% |
| 6M | +1.4% | -51.4% | +52.9% | +6.0% |
| YTD | +10.5% | +1.6% | +8.9% | +6.5% |
| 1Y | +10.6% | +5.4% | +5.2% | +5.8% |
| 3Y | +41.8% | +191.0% | -149.2% | +11.2% |
| All | +5.4% | +1,086.9% | -1,081.5% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling