-35.2%
MOD vs IRE
-98.3%
+63.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +39.6% | -33.9% | 0.0% |
| 7D | -25.5% | -27.2% | +1.6% | -23.3% |
| 30D | -49.0% | -75.1% | +26.1% | -40.5% |
| 3M | -49.8% | -77.9% | +28.0% | -41.6% |
| 6M | -64.8% | -94.6% | +29.8% | -55.4% |
| YTD | -27.6% | -91.5% | +63.9% | -21.2% |
| 1Y | -35.2% | -97.8% | +62.6% | -21.8% |
| All | -35.2% | -98.3% | +63.1% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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