+372.0%
EMR vs INDA
+121.8%
+250.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +2.8% | +1.1% | +1.7% | +2.2% |
| 30D | +3.7% | +9.4% | -5.7% | -1.4% |
| 3M | +2.0% | +2.9% | -0.9% | +0.3% |
| 6M | +22.1% | +7.2% | +14.9% | +17.5% |
| YTD | +27.2% | -4.8% | +32.0% | +30.8% |
| 1Y | +32.0% | -5.1% | +37.1% | +35.8% |
| 3Y | +103.3% | +16.7% | +86.6% | +86.5% |
| 5Y | +88.2% | +8.8% | +79.5% | +78.8% |
| 10Y | +280.4% | +116.2% | +164.2% | +152.5% |
| All | +372.0% | +121.8% | +250.2% | +201.5% |
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 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