+145.4%
IEMG vs MOD
+2,721.2%
-2,575.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.3% | -2.6% | +1.0% |
| 7D | +2.2% | +9.6% | -7.4% | +0.8% |
| 30D | +4.6% | 0.0% | +4.6% | +4.5% |
| 3M | +0.4% | -35.4% | +35.7% | +6.4% |
| 6M | +16.4% | -7.3% | +23.6% | +16.5% |
| YTD | +25.4% | +45.8% | -20.4% | +17.3% |
| 1Y | +38.3% | +43.1% | -4.9% | +28.5% |
| 3Y | +84.1% | +297.7% | -213.6% | +38.9% |
| 5Y | +49.0% | +1,478.8% | -1,429.8% | -12.6% |
| 10Y | +141.8% | +1,633.4% | -1,491.6% | +22.3% |
| All | +145.4% | +2,721.2% | -2,575.7% | +8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling