+886.3%
MOD vs IRM
+481.3%
+405.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.9% |
| 7D | -17.8% | -5.1% | -12.8% | -15.2% |
| 30D | -43.2% | -3.3% | -40.0% | -42.0% |
| 3M | -46.0% | -8.2% | -37.9% | -42.9% |
| 6M | -62.2% | -12.8% | -49.5% | -58.4% |
| YTD | -22.8% | +36.6% | -59.4% | -36.3% |
| 1Y | -35.5% | +11.9% | -47.4% | -39.2% |
| 3Y | +128.2% | +105.1% | +23.1% | +54.7% |
| 5Y | +791.6% | +182.4% | +609.2% | +399.8% |
| 10Y | +886.3% | +505.1% | +381.2% | +267.8% |
| All | +886.3% | +481.3% | +405.0% | +267.8% |
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