-7.3%
MOD vs IRE
-45.0%
+37.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +14.0% | -9.7% | +2.1% |
| 7D | +9.6% | +54.8% | -45.2% | +1.8% |
| 30D | 0.0% | +18.4% | -18.4% | -4.4% |
| 3M | -35.4% | -66.7% | +31.4% | -29.1% |
| 6M | -7.3% | -52.3% | +45.0% | -12.4% |
| All | -7.3% | -45.0% | +37.7% | -12.4% |
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