+1,082.7%
MOD vs IRM
+187.5%
+895.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -0.7% | +28.6% | +28.4% |
| 7D | +40.4% | +6.8% | +33.6% | +33.4% |
| 30D | -14.0% | +2.6% | -16.6% | -16.2% |
| 3M | -33.3% | -9.5% | -23.9% | -28.1% |
| 6M | -51.4% | -8.5% | -42.9% | -47.7% |
| YTD | +1.6% | +40.3% | -38.7% | -21.0% |
| 1Y | +5.4% | +28.7% | -23.3% | -12.3% |
| 3Y | +191.0% | +111.8% | +79.2% | +83.5% |
| All | +1,082.7% | +187.5% | +895.3% | +532.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling