+1.3%
ESTC vs IAG
+56.5%
-55.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.2% | -11.1% | -1.4% |
| 7D | -15.9% | +1.1% | -17.0% | -15.9% |
| 30D | -5.5% | -5.3% | -0.3% | -5.3% |
| 3M | +26.2% | +18.0% | +8.2% | +24.6% |
| 6M | +77.0% | +7.1% | +69.9% | +75.6% |
| YTD | +18.9% | +5.9% | +12.9% | +15.0% |
| 1Y | +1.3% | +59.4% | -58.1% | -12.5% |
| All | +1.3% | +56.5% | -55.2% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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