-37.1%
MOD vs IRE
-97.0%
+59.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -23.2% | +1.8% | -18.1% |
| 7D | -31.3% | -46.8% | +15.5% | -25.4% |
| 30D | -46.1% | -75.5% | +29.4% | -36.2% |
| 3M | -51.1% | -79.4% | +28.3% | -41.9% |
| 6M | -62.1% | -91.3% | +29.2% | -53.6% |
| YTD | -26.2% | -90.8% | +64.6% | -19.2% |
| 1Y | -32.6% | -97.7% | +65.2% | -14.8% |
| All | -37.1% | -97.0% | +59.9% | -25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling