+88.4%
INDA vs ESTC
+23.0%
+65.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.5% |
| 7D | +6.6% | -11.5% | +18.2% | +7.9% |
| 30D | +10.4% | -7.5% | +17.9% | +11.0% |
| 3M | +1.5% | +23.1% | -21.5% | -1.2% |
| 6M | +1.7% | +75.3% | -73.6% | -5.0% |
| YTD | -5.8% | +14.1% | -20.0% | -8.5% |
| 1Y | -5.1% | -0.6% | -4.5% | -6.6% |
| 3Y | +16.0% | +20.8% | -4.8% | +7.1% |
| 5Y | +9.3% | -48.8% | +58.0% | +9.0% |
| All | +88.4% | +23.0% | +65.5% | +46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling