-7.2%
INDA vs ES
+17.8%
-25.0%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.3% | -1.6% |
| 7D | -1.0% | +1.4% | -2.4% | -1.0% |
| 30D | -2.5% | -1.2% | -1.4% | -2.5% |
| 3M | +4.0% | +5.0% | -1.0% | +3.9% |
| 6M | -1.8% | -2.8% | +1.0% | -2.1% |
| YTD | -9.2% | +8.6% | -17.8% | -9.0% |
| 1Y | -7.2% | +18.9% | -26.1% | -5.7% |
| All | -7.2% | +17.8% | -25.0% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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