+29.7%
EMB vs INDA
+83.0%
-53.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.5% |
| 7D | -1.1% | -3.6% | +2.5% | -0.2% |
| 30D | -1.1% | -4.0% | +2.9% | -0.1% |
| 3M | -0.8% | +1.7% | -2.5% | -1.2% |
| 6M | -0.1% | -3.6% | +3.6% | +0.7% |
| YTD | +0.4% | -11.0% | +11.4% | +3.1% |
| 1Y | +3.3% | -9.5% | +12.8% | +5.5% |
| 3Y | +29.0% | +7.6% | +21.4% | +25.8% |
| 5Y | +6.3% | +4.8% | +1.6% | +3.8% |
| All | +29.7% | +83.0% | -53.3% | +8.7% |
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