-29.7%
MOD vs IBN
+15.0%
-44.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.6% |
| 7D | +8.2% | +11.1% | -2.9% | +6.1% |
| 30D | -38.2% | +23.9% | -62.0% | -42.4% |
| 3M | -46.2% | +16.3% | -62.5% | -48.3% |
| 6M | -62.5% | +34.2% | -96.8% | -67.1% |
| YTD | -20.1% | +17.6% | -37.7% | -27.8% |
| 1Y | -29.7% | +13.8% | -43.5% | -37.6% |
| All | -29.7% | +15.0% | -44.7% | -37.6% |
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