+12.7%
EMR vs INDA
-9.3%
+22.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.2% | -0.3% |
| 7D | -1.2% | -3.6% | +2.4% | +1.8% |
| 30D | -9.4% | -4.0% | -5.5% | -6.4% |
| 3M | +8.6% | +1.7% | +6.9% | +7.1% |
| 6M | +6.7% | -3.6% | +10.3% | +7.6% |
| YTD | +13.1% | -11.0% | +24.0% | +15.3% |
| 1Y | +12.7% | -9.5% | +22.2% | +14.4% |
| All | +12.7% | -9.3% | +22.1% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling