+16.8%
ESTC vs IAG
+790.4%
-773.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.2% | -2.3% | -4.3% |
| 7D | -8.1% | -0.5% | -7.6% | -8.0% |
| 30D | +31.7% | +28.9% | +2.8% | +28.3% |
| 3M | +41.1% | +19.1% | +21.9% | +38.1% |
| 6M | +77.1% | -10.3% | +87.3% | +77.7% |
| YTD | +21.7% | +24.2% | -2.5% | +17.0% |
| 1Y | +8.4% | +116.5% | -108.1% | -3.1% |
| All | +16.8% | +790.4% | -773.6% | -11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling