-11.8%
IEMG vs MOD
-65.0%
+53.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.7% | -3.6% | +0.8% |
| 7D | -2.8% | -25.5% | +22.8% | +3.2% |
| 30D | -12.0% | -49.0% | +37.0% | +3.0% |
| 3M | -9.0% | -49.8% | +40.8% | +6.3% |
| 6M | -11.8% | -64.8% | +52.9% | +14.0% |
| All | -11.8% | -65.0% | +53.2% | +14.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling