+702.4%
IYR vs MOD
+369.9%
+332.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.7% | -6.3% | -1.7% |
| 7D | +2.0% | -25.5% | +27.5% | +7.0% |
| 30D | +8.2% | -49.0% | +57.2% | +21.8% |
| 3M | -1.7% | -49.8% | +48.1% | +10.2% |
| 6M | -0.4% | -64.8% | +64.4% | +17.4% |
| YTD | +9.9% | -27.6% | +37.5% | +9.8% |
| 1Y | +10.4% | -35.2% | +45.6% | +11.8% |
| 3Y | +38.4% | +137.1% | -98.7% | -3.5% |
| 5Y | +5.2% | +760.3% | -755.1% | -48.3% |
| 10Y | +83.8% | +938.8% | -855.0% | -29.9% |
| All | +702.4% | +369.9% | +332.5% | +141.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling