+966.8%
MOD vs IBN
+368.7%
+598.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.7% | +8.2% | +9.1% |
| 7D | -13.9% | +14.6% | -28.5% | -19.9% |
| 30D | -41.5% | +23.5% | -65.1% | -47.8% |
| 3M | -45.7% | +14.0% | -59.7% | -49.5% |
| 6M | -61.1% | +31.1% | -92.3% | -66.4% |
| YTD | -20.5% | +16.6% | -37.1% | -27.2% |
| 1Y | -32.1% | +14.9% | -47.0% | -37.5% |
| 3Y | +146.5% | +56.9% | +89.6% | +91.6% |
| 5Y | +812.7% | +69.7% | +743.1% | +578.7% |
| 10Y | +966.8% | +365.4% | +601.5% | +442.4% |
| All | +966.8% | +368.7% | +598.2% | +442.4% |
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