+81.8%
INDA vs ESTC
+26.3%
+55.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.0% | -1.3% |
| 7D | -1.0% | -4.3% | +3.3% | -0.6% |
| 30D | -2.5% | +17.7% | -20.3% | -4.5% |
| 3M | +4.0% | +42.3% | -38.3% | -0.3% |
| 6M | -1.8% | +64.6% | -66.4% | -7.6% |
| YTD | -9.2% | +17.2% | -26.4% | -11.8% |
| 1Y | -7.2% | -4.2% | -3.0% | -8.2% |
| 3Y | +9.8% | +13.5% | -3.7% | +2.4% |
| 5Y | +7.5% | -45.5% | +53.0% | +6.4% |
| All | +81.8% | +26.3% | +55.5% | +41.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling