+114.4%
EEM vs INDA
+111.6%
+2.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +1.3% |
| 7D | +3.1% | -1.0% | +4.1% | +3.7% |
| 30D | +4.9% | -2.5% | +7.4% | +6.6% |
| 3M | +5.2% | +4.0% | +1.2% | +2.6% |
| 6M | +20.7% | -1.8% | +22.5% | +22.4% |
| YTD | +26.5% | -9.2% | +35.6% | +34.9% |
| 1Y | +37.8% | -7.2% | +45.0% | +44.9% |
| 3Y | +91.0% | +9.8% | +81.1% | +78.8% |
| 5Y | +47.0% | +7.5% | +39.5% | +39.3% |
| 10Y | +125.6% | +80.8% | +44.8% | +49.5% |
| All | +114.4% | +111.6% | +2.8% | +27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling