-64.8%
MOD vs IBN
+27.5%
-92.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.2% | +1.5% | +6.5% |
| 7D | -25.5% | +15.1% | -40.6% | -23.5% |
| 30D | -49.0% | +21.6% | -70.6% | -49.0% |
| 3M | -49.8% | +11.2% | -61.0% | -48.6% |
| 6M | -64.8% | +27.8% | -92.5% | -65.7% |
| All | -64.8% | +27.5% | -92.3% | -65.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling