+966.8%
MOD vs IRM
+480.4%
+486.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.1% | +5.8% | +7.2% |
| 7D | -13.9% | -3.8% | -10.2% | -12.0% |
| 30D | -41.5% | -3.2% | -38.3% | -40.3% |
| 3M | -45.7% | -7.8% | -37.9% | -42.7% |
| 6M | -61.1% | -12.7% | -48.4% | -57.2% |
| YTD | -20.5% | +36.7% | -57.2% | -34.3% |
| 1Y | -32.1% | +10.0% | -42.2% | -35.4% |
| 3Y | +146.5% | +107.2% | +39.2% | +66.7% |
| 5Y | +812.7% | +181.6% | +631.2% | +415.3% |
| 10Y | +966.8% | +481.1% | +485.7% | +311.9% |
| All | +966.8% | +480.4% | +486.4% | +311.9% |
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