+43.6%
EEM vs INDA
+4.5%
+39.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.3% |
| 7D | -0.7% | -3.6% | +2.9% | +2.1% |
| 30D | +2.4% | -4.0% | +6.4% | +5.6% |
| 3M | +4.2% | +1.7% | +2.4% | +3.0% |
| 6M | +14.8% | -3.6% | +18.4% | +18.2% |
| YTD | +23.1% | -11.0% | +34.1% | +34.1% |
| 1Y | +32.5% | -9.5% | +42.0% | +42.5% |
| 3Y | +85.9% | +7.6% | +78.3% | +72.2% |
| 5Y | +43.6% | +4.8% | +38.8% | +34.2% |
| All | +43.6% | +4.5% | +39.1% | +34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling