+34.3%
IEMG vs MOD
+34.0%
+0.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.1% |
| 7D | +1.6% | +3.6% | -2.0% | +0.9% |
| 30D | +4.6% | -2.6% | +7.3% | +5.0% |
| 3M | +4.8% | -33.1% | +38.0% | +12.4% |
| 6M | +16.8% | -7.5% | +24.3% | +19.3% |
| YTD | +24.8% | +39.3% | -14.5% | +23.3% |
| 1Y | +34.3% | +34.3% | 0.0% | +32.8% |
| All | +34.3% | +34.0% | +0.3% | +32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling