+1,604.6%
MOD vs IRM
+418.8%
+1,185.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.7% | +3.2% |
| 7D | +9.6% | -0.5% | +10.0% | +9.9% |
| 30D | 0.0% | -8.1% | +8.1% | +5.8% |
| 3M | -35.4% | -9.7% | -25.7% | -30.6% |
| 6M | -7.3% | +10.0% | -17.3% | -11.7% |
| YTD | +45.8% | +43.0% | +2.8% | +17.2% |
| 1Y | +43.1% | +32.7% | +10.5% | +21.0% |
| 3Y | +297.7% | +102.7% | +195.0% | +172.1% |
| 5Y | +1,478.8% | +187.6% | +1,291.2% | +778.6% |
| All | +1,604.6% | +418.8% | +1,185.8% | +559.5% |
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