+128.5%
EEM vs INDA
+84.7%
+43.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.6% |
| 7D | -1.3% | -2.7% | +1.4% | +0.6% |
| 30D | +2.1% | -2.8% | +4.8% | +4.1% |
| 3M | +1.0% | +1.6% | -0.6% | 0.0% |
| 6M | +15.9% | -1.4% | +17.3% | +17.4% |
| YTD | +24.6% | -10.1% | +34.8% | +34.3% |
| 1Y | +32.3% | -8.8% | +41.1% | +40.9% |
| 3Y | +85.9% | +7.6% | +78.3% | +75.8% |
| 5Y | +45.4% | +5.8% | +39.6% | +38.6% |
| All | +128.5% | +84.7% | +43.8% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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