+43.1%
MOD vs IBN
-4.0%
+47.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.5% |
| 7D | +9.6% | +1.4% | +8.2% | +9.1% |
| 30D | 0.0% | -0.3% | +0.4% | +0.1% |
| 3M | -35.4% | +17.1% | -52.5% | -39.4% |
| 6M | -7.3% | +3.4% | -10.7% | -12.6% |
| YTD | +45.8% | +2.5% | +43.3% | +36.9% |
| 1Y | +43.1% | -4.2% | +47.3% | +32.7% |
| All | +43.1% | -4.0% | +47.1% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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