+886.3%
MOD vs IBN
+364.2%
+522.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.2% | -4.1% | -3.5% |
| 7D | -17.8% | +15.8% | -33.6% | -23.9% |
| 30D | -43.2% | +25.1% | -68.3% | -49.6% |
| 3M | -46.0% | +16.0% | -62.0% | -50.3% |
| 6M | -62.2% | +32.8% | -95.0% | -67.6% |
| YTD | -22.8% | +18.0% | -40.8% | -29.8% |
| 1Y | -35.5% | +15.9% | -51.4% | -40.9% |
| 3Y | +128.2% | +57.6% | +70.6% | +77.0% |
| 5Y | +791.6% | +74.7% | +716.9% | +553.8% |
| 10Y | +886.3% | +373.9% | +512.4% | +402.4% |
| All | +886.3% | +364.2% | +522.2% | +402.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling