+190.4%
ETN vs INDA
+5.7%
+184.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +3.2% |
| 7D | +3.5% | -2.7% | +6.2% | +5.7% |
| 30D | -7.5% | -2.8% | -4.8% | -5.6% |
| 3M | +8.3% | +1.6% | +6.7% | +7.1% |
| 6M | +20.2% | -1.4% | +21.6% | +21.3% |
| YTD | +34.7% | -10.1% | +44.8% | +45.7% |
| 1Y | +19.4% | -8.8% | +28.2% | +27.5% |
| 3Y | +85.5% | +7.6% | +77.9% | +72.3% |
| All | +190.4% | +5.7% | +184.8% | +166.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling