+32.3%
IEMG vs MOD
+748.9%
-716.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.7% | -3.6% | +1.3% |
| 7D | -2.8% | -25.5% | +22.8% | +0.9% |
| 30D | -12.0% | -49.0% | +37.0% | -3.7% |
| 3M | -9.0% | -49.8% | +40.8% | -0.5% |
| 6M | -11.8% | -64.8% | +52.9% | +0.8% |
| YTD | +8.3% | -27.6% | +35.9% | +12.4% |
| 1Y | +9.6% | -35.2% | +44.8% | +14.8% |
| 3Y | +62.3% | +137.1% | -74.9% | +33.8% |
| All | +32.3% | +748.9% | -716.6% | -17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling