+125.6%
IEMG vs MOD
+920.5%
-794.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.3% |
| 7D | -0.7% | -17.8% | +17.2% | +1.6% |
| 30D | -9.4% | -43.2% | +33.9% | -2.5% |
| 3M | -7.3% | -46.0% | +38.8% | +0.1% |
| 6M | -10.4% | -62.2% | +51.8% | +1.1% |
| YTD | +10.6% | -22.8% | +33.4% | +12.8% |
| 1Y | +10.5% | -35.5% | +46.0% | +14.8% |
| 3Y | +67.7% | +128.2% | -60.5% | +39.2% |
| 5Y | +36.2% | +791.6% | -755.4% | -10.4% |
| 10Y | +125.6% | +886.3% | -760.7% | +43.7% |
| All | +125.6% | +920.5% | -794.9% | +43.7% |
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