+144.8%
IEMG vs MOD
+1,486.8%
-1,342.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.1% |
| 7D | +1.6% | +3.6% | -2.0% | +1.1% |
| 30D | +4.6% | -2.6% | +7.3% | +4.9% |
| 3M | +4.8% | -33.1% | +38.0% | +10.3% |
| 6M | +16.8% | -7.5% | +24.3% | +17.2% |
| YTD | +24.8% | +39.3% | -14.5% | +18.2% |
| 1Y | +34.3% | +34.3% | 0.0% | +26.8% |
| 3Y | +87.0% | +296.2% | -209.2% | +44.5% |
| 5Y | +49.9% | +1,504.6% | -1,454.6% | -8.3% |
| 10Y | +144.8% | +1,511.5% | -1,366.7% | +42.2% |
| All | +144.8% | +1,486.8% | -1,342.0% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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