+1,064.5%
MOD vs IBN
+385.6%
+678.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.4% | +27.5% | +27.7% |
| 7D | +40.4% | +1.9% | +38.6% | +39.3% |
| 30D | -14.0% | +22.1% | -36.1% | -22.9% |
| 3M | -33.3% | +17.1% | -50.4% | -38.9% |
| 6M | -51.4% | +35.5% | -87.0% | -58.7% |
| YTD | +1.6% | +16.8% | -15.2% | -7.2% |
| 1Y | +5.4% | +12.4% | -7.0% | -1.9% |
| 3Y | +191.0% | +58.0% | +132.9% | +124.8% |
| 5Y | +1,093.1% | +73.7% | +1,019.4% | +774.5% |
| All | +1,064.5% | +385.6% | +678.9% | +491.4% |
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