-7.4%
INDA vs ESTC
+1.6%
-8.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +2.8% |
| 7D | +6.9% | -15.9% | +22.8% | +7.4% |
| 30D | +7.4% | -5.5% | +12.9% | +7.5% |
| 3M | -1.0% | +26.2% | -27.2% | -2.1% |
| 6M | +2.9% | +77.0% | -74.1% | +0.6% |
| YTD | -7.4% | +18.9% | -26.3% | -8.8% |
| 1Y | -7.4% | +1.3% | -8.7% | -8.1% |
| All | -7.4% | +1.6% | -8.9% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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