+17.1%
ESTC vs IAG
+708.6%
-691.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.2% | -5.0% | +1.6% |
| 7D | -11.5% | +21.4% | -32.9% | -13.2% |
| 30D | -7.5% | +4.0% | -11.6% | -8.0% |
| 3M | +23.1% | +17.0% | +6.0% | +20.6% |
| 6M | +75.3% | +1.4% | +73.9% | +73.6% |
| YTD | +14.1% | +13.8% | +0.3% | +10.2% |
| 1Y | -0.6% | +55.8% | -56.4% | -7.7% |
| All | +17.1% | +708.6% | -691.5% | -11.6% |
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