+906.4%
MOD vs IRM
+456.9%
+449.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.0% | +4.7% | +5.1% |
| 7D | -25.5% | -8.6% | -16.9% | -21.3% |
| 30D | -49.0% | -8.0% | -41.0% | -46.2% |
| 3M | -49.8% | -12.0% | -37.8% | -45.5% |
| 6M | -64.8% | -18.2% | -46.6% | -59.6% |
| YTD | -27.6% | +31.4% | -59.0% | -38.7% |
| 1Y | -35.2% | +9.2% | -44.4% | -37.9% |
| 3Y | +137.1% | +94.6% | +42.6% | +66.7% |
| 5Y | +760.3% | +170.2% | +590.1% | +399.7% |
| All | +906.4% | +456.9% | +449.4% | +304.7% |
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