-35.5%
MOD vs IBN
+16.2%
-51.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.2% | -4.1% | -3.2% |
| 7D | -17.8% | +15.8% | -33.6% | -20.2% |
| 30D | -43.2% | +25.1% | -68.3% | -47.2% |
| 3M | -46.0% | +16.0% | -62.0% | -47.9% |
| 6M | -62.2% | +32.8% | -95.0% | -66.3% |
| YTD | -22.8% | +18.0% | -40.8% | -30.1% |
| 1Y | -35.5% | +15.9% | -51.4% | -42.5% |
| All | -35.5% | +16.2% | -51.6% | -42.5% |
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