Database state set to an earlier state before creating new indexes
When you drop the index, the database is in the same state as before in terms of indexing. If you want to go back to a previous state then you'll need to get a backup for that time range. Depending on the requirements it's either just the FULL Backup or additional DIFFERENTIAL Backups or even a point-in-time recovery using the transaction logs. 

But the question is: Why do you want to do it in the first place?

The benefit of any index should not be explained by runnig it against an older data set just to see that it would have been better in the past, too, but by explaining the effect itself. Either a Scan has changed into a Seek operation and/or the new index is more narrow than the one previously used and/or a bookmark lookup has been eliminated and/or the index allows for a better performing query plan. 

Also, verify that the statistics are up to date before comparing old and new version to eliminate the side effect of a better performance due to better statistics.

The index comparison should be done using the same procedure against the same set of data (e.g. current data) and compare the actual execution plans.