+331.9%
EMR vs INDA
+115.1%
+216.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.7% |
| 7D | -1.5% | +0.7% | -2.2% | -1.9% |
| 30D | -5.6% | -0.8% | -4.8% | -5.2% |
| 3M | +7.9% | +3.9% | +4.0% | +5.7% |
| 6M | +6.0% | -0.7% | +6.7% | +6.7% |
| YTD | +16.4% | -7.7% | +24.1% | +21.8% |
| 1Y | +16.6% | -5.1% | +21.7% | +20.0% |
| 3Y | +62.9% | +13.6% | +49.2% | +51.8% |
| 5Y | +60.1% | +7.8% | +52.3% | +53.0% |
| 10Y | +268.7% | +84.6% | +184.1% | +160.9% |
| All | +331.9% | +115.1% | +216.8% | +180.9% |
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