-4.2%
ESTC vs IAG
+100.7%
-104.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.8% | -1.9% | -3.6% |
| 7D | -4.3% | +4.3% | -8.5% | -4.4% |
| 30D | +17.7% | +9.8% | +7.9% | +17.0% |
| 3M | +42.3% | +28.9% | +13.4% | +40.4% |
| 6M | +64.6% | -7.6% | +72.1% | +65.2% |
| YTD | +17.2% | +22.0% | -4.7% | +14.9% |
| 1Y | -4.2% | +99.5% | -103.7% | -10.4% |
| All | -4.2% | +100.7% | -104.9% | -10.4% |
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