+65.8%
EMR vs INDA
+5.9%
+59.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.6% |
| 7D | +0.9% | -2.6% | +3.5% | +2.9% |
| 30D | -5.0% | -2.9% | -2.0% | -2.9% |
| 3M | +5.9% | +2.4% | +3.5% | +4.1% |
| 6M | +7.3% | -2.6% | +9.9% | +9.5% |
| YTD | +14.6% | -10.0% | +24.5% | +23.3% |
| 1Y | +15.6% | -7.7% | +23.3% | +21.9% |
| 3Y | +60.2% | +8.9% | +51.3% | +48.2% |
| 5Y | +65.8% | +6.0% | +59.9% | +52.5% |
| All | +65.8% | +5.9% | +59.9% | +52.5% |
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