-7.7%
INDA vs ESTC
-6.1%
-1.6%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.8% |
| 7D | -2.6% | -3.3% | +0.7% | -2.5% |
| 30D | -2.9% | +13.4% | -16.4% | -3.4% |
| 3M | +2.4% | +41.3% | -39.0% | +1.2% |
| 6M | -2.6% | +62.6% | -65.2% | -4.0% |
| YTD | -10.0% | +14.8% | -24.7% | -11.1% |
| 1Y | -7.7% | -5.1% | -2.6% | -8.4% |
| All | -7.7% | -6.1% | -1.6% | -8.4% |
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