+19.3%
ETN vs INDA
-5.0%
+24.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +2.0% | +0.7% | +1.3% | +1.5% |
| 30D | -7.9% | -0.8% | -7.1% | -7.4% |
| 3M | -1.6% | +3.9% | -5.5% | -3.8% |
| 6M | +16.9% | -0.7% | +17.6% | +16.3% |
| YTD | +30.1% | -7.7% | +37.7% | +33.5% |
| 1Y | +19.3% | -5.1% | +24.4% | +19.7% |
| All | +19.3% | -5.0% | +24.3% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling