+133.0%
IEMG vs MOD
+1,079.7%
-946.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +27.9% | -28.3% | -4.3% |
| 7D | +2.7% | +40.4% | -37.7% | -2.6% |
| 30D | -5.7% | -14.0% | +8.3% | -4.7% |
| 3M | -8.8% | -33.3% | +24.6% | -4.8% |
| 6M | -8.9% | -51.4% | +42.5% | -1.3% |
| YTD | +11.2% | +1.6% | +9.6% | +8.5% |
| 1Y | +12.2% | +5.4% | +6.8% | +8.6% |
| 3Y | +68.5% | +191.0% | -122.5% | +34.3% |
| 5Y | +34.3% | +1,093.1% | -1,058.8% | -15.9% |
| All | +133.0% | +1,079.7% | -946.6% | +38.9% |
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