+32.0%
EMR vs INDA
-5.5%
+37.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.2% |
| 7D | +2.8% | +1.1% | +1.7% | +1.9% |
| 30D | +3.7% | +9.4% | -5.7% | -4.2% |
| 3M | +2.0% | +2.9% | -0.9% | -0.3% |
| 6M | +22.1% | +7.2% | +14.9% | +15.0% |
| YTD | +27.2% | -4.8% | +32.0% | +26.2% |
| 1Y | +32.0% | -5.1% | +37.1% | +31.1% |
| All | +32.0% | -5.5% | +37.5% | +31.1% |
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 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