-41.7%
MOD vs IRE
-98.0%
+56.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -33.9% | +26.7% | -2.4% |
| 7D | -34.2% | -57.1% | +23.0% | -26.5% |
| 30D | -51.9% | -84.4% | +32.6% | -39.7% |
| 3M | -53.0% | -85.0% | +31.9% | -41.9% |
| 6M | -66.4% | -95.2% | +28.9% | -55.8% |
| YTD | -31.5% | -93.9% | +62.4% | -21.1% |
| 1Y | -39.6% | -98.8% | +59.3% | -15.8% |
| All | -41.7% | -98.0% | +56.3% | -27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling