+810.7%
MOD vs IRM
+524.5%
+286.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.8% |
| 7D | +16.1% | +8.6% | +7.5% | +10.1% |
| 30D | -38.5% | 0.0% | -38.5% | -38.6% |
| 3M | -46.8% | -7.1% | -39.7% | -44.1% |
| 6M | -61.6% | -7.9% | -53.7% | -59.2% |
| YTD | -20.5% | +41.3% | -61.8% | -35.9% |
| 1Y | -28.0% | +20.7% | -48.8% | -35.4% |
| 3Y | +134.9% | +112.2% | +22.8% | +55.7% |
| 5Y | +833.2% | +191.2% | +641.9% | +412.4% |
| All | +810.7% | +524.5% | +286.2% | +225.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling