+431.4%
MOD vs IRM
+9,056.8%
-8,625.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -11.1% | +3.8% | -1.8% |
| 7D | -34.2% | -10.9% | -23.3% | -30.5% |
| 30D | -51.9% | -9.4% | -42.4% | -49.5% |
| 3M | -53.0% | -16.4% | -36.7% | -48.7% |
| 6M | -66.4% | -18.7% | -47.6% | -62.5% |
| YTD | -31.5% | +30.1% | -61.6% | -39.2% |
| 1Y | -39.6% | +8.5% | -48.1% | -41.2% |
| 3Y | +116.8% | +88.0% | +28.8% | +67.3% |
| 5Y | +713.8% | +167.6% | +546.2% | +430.4% |
| 10Y | +882.7% | +458.9% | +423.8% | +347.7% |
| All | +431.4% | +9,056.8% | -8,625.4% | +52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling