+139.4%
IEMG vs INDA
+119.3%
+20.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -1.2% |
| 7D | -0.9% | -3.6% | +2.8% | +1.6% |
| 30D | +2.1% | -4.0% | +6.1% | +4.9% |
| 3M | +4.6% | +1.7% | +2.9% | +3.5% |
| 6M | +14.0% | -3.6% | +17.7% | +17.1% |
| YTD | +22.3% | -11.0% | +33.3% | +32.2% |
| 1Y | +30.7% | -9.5% | +40.2% | +39.6% |
| 3Y | +83.2% | +7.6% | +75.6% | +73.9% |
| 5Y | +47.0% | +4.8% | +42.2% | +41.6% |
| 10Y | +139.9% | +82.3% | +57.6% | +58.5% |
| All | +139.4% | +119.3% | +20.1% | +42.6% |
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