+23.7%
ESTC vs IAG
+444.8%
-421.1%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.3% |
| 7D | -3.3% | +1.7% | -5.0% | -3.5% |
| 30D | +13.4% | +11.4% | +2.0% | +12.1% |
| 3M | +41.3% | +33.0% | +8.3% | +36.8% |
| 6M | +62.6% | -6.0% | +68.6% | +62.0% |
| YTD | +14.8% | +24.6% | -9.8% | +10.5% |
| 1Y | -5.1% | +105.0% | -110.0% | -13.6% |
| 3Y | +11.2% | +837.9% | -826.7% | -15.5% |
| 5Y | -47.0% | +817.0% | -863.9% | -60.8% |
| All | +23.7% | +444.8% | -421.1% | -18.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling