+1,535.8%
MOD vs IBN
+321.6%
+1,214.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.7% |
| 7D | +9.6% | +1.4% | +8.2% | +8.8% |
| 30D | 0.0% | -0.3% | +0.4% | +0.1% |
| 3M | -35.4% | +17.1% | -52.5% | -40.4% |
| 6M | -7.3% | +3.4% | -10.7% | -9.0% |
| YTD | +45.8% | +2.5% | +43.3% | +43.2% |
| 1Y | +43.1% | -4.2% | +47.3% | +44.5% |
| 3Y | +297.7% | +32.4% | +265.3% | +239.5% |
| 5Y | +1,478.8% | +59.2% | +1,419.6% | +1,123.1% |
| All | +1,535.8% | +321.6% | +1,214.2% | +797.7% |
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 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