+191.0%
MOD vs IBN
+57.3%
+133.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.4% | +27.5% | +27.7% |
| 7D | +40.4% | +1.9% | +38.6% | +39.5% |
| 30D | -14.0% | +22.1% | -36.1% | -21.5% |
| 3M | -33.3% | +17.1% | -50.4% | -37.8% |
| 6M | -51.4% | +35.5% | -87.0% | -58.0% |
| YTD | +1.6% | +16.8% | -15.2% | -6.4% |
| 1Y | +5.4% | +12.4% | -7.0% | -1.2% |
| 3Y | +191.0% | +58.0% | +132.9% | +122.7% |
| All | +191.0% | +57.3% | +133.7% | +122.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling