+19.4%
ETN vs INDA
-8.4%
+27.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +3.3% |
| 7D | +3.5% | -2.7% | +6.2% | +5.4% |
| 30D | -7.5% | -2.8% | -4.8% | -5.8% |
| 3M | +8.3% | +1.6% | +6.7% | +7.5% |
| 6M | +20.2% | -1.4% | +21.6% | +20.3% |
| YTD | +34.7% | -10.1% | +44.8% | +39.9% |
| 1Y | +19.4% | -8.8% | +28.2% | +22.3% |
| All | +19.4% | -8.4% | +27.9% | +22.3% |
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 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