+146.5%
MOD vs IBN
+56.2%
+90.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.7% | +8.2% | +9.2% |
| 7D | -13.9% | +14.6% | -28.5% | -18.6% |
| 30D | -41.5% | +23.5% | -65.1% | -46.9% |
| 3M | -45.7% | +14.0% | -59.7% | -48.8% |
| 6M | -61.1% | +31.1% | -92.3% | -65.9% |
| YTD | -20.5% | +16.6% | -37.1% | -26.7% |
| 1Y | -32.1% | +14.9% | -47.0% | -37.1% |
| 3Y | +146.5% | +56.9% | +89.6% | +91.4% |
| All | +146.5% | +56.2% | +90.3% | +91.4% |
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 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