+124.3%
MOD vs IBN
+45.2%
+79.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +4.1% | -11.3% | -8.7% |
| 7D | -34.2% | +11.7% | -45.8% | -37.4% |
| 30D | -51.9% | +16.1% | -68.0% | -55.3% |
| 3M | -53.0% | +7.0% | -60.0% | -54.6% |
| 6M | -66.4% | +26.1% | -92.4% | -70.1% |
| YTD | -31.5% | +10.1% | -41.6% | -35.5% |
| 1Y | -39.6% | +8.0% | -47.6% | -42.7% |
| All | +124.3% | +45.2% | +79.2% | +81.1% |
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