+140.8%
IEMG vs INDA
+84.7%
+56.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.3% | +0.6% |
| 7D | -1.3% | -2.7% | +1.4% | +0.6% |
| 30D | +1.9% | -2.8% | +4.7% | +3.9% |
| 3M | +1.4% | +1.6% | -0.2% | +0.4% |
| 6M | +15.2% | -1.4% | +16.6% | +16.6% |
| YTD | +23.8% | -10.1% | +34.0% | +33.3% |
| 1Y | +30.7% | -8.8% | +39.4% | +39.1% |
| 3Y | +83.3% | +7.6% | +75.7% | +73.4% |
| 5Y | +48.8% | +5.8% | +43.0% | +41.9% |
| All | +140.8% | +84.7% | +56.1% | +57.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling