-66.4%
MOD vs IRE
-94.4%
+28.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -33.9% | +26.7% | -1.0% |
| 7D | -34.2% | -57.1% | +23.0% | -24.3% |
| 30D | -51.9% | -84.4% | +32.6% | -36.2% |
| 3M | -53.0% | -85.0% | +31.9% | -38.7% |
| 6M | -66.4% | -95.2% | +28.9% | -52.3% |
| All | -66.4% | -94.4% | +28.0% | -52.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling