-33.5%
MOD vs IRM
+10.0%
-43.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.1% | +5.8% | +6.0% |
| 7D | -13.9% | -3.8% | -10.2% | -11.6% |
| 30D | -41.5% | -3.2% | -38.3% | -40.1% |
| 3M | -45.7% | -7.8% | -37.9% | -41.6% |
| 6M | -61.1% | -12.7% | -48.4% | -55.8% |
| YTD | -20.5% | +36.7% | -57.2% | -39.3% |
| All | -33.5% | +10.0% | -43.6% | -36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling