-53.1%
ESTC vs IAG
+505.2%
-558.3%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.2% | -5.0% | +1.3% |
| 7D | -11.5% | +21.4% | -32.9% | -13.9% |
| 30D | -7.5% | +4.0% | -11.6% | -8.2% |
| 3M | +23.1% | +17.0% | +6.0% | +19.6% |
| 6M | +75.3% | +1.4% | +73.9% | +72.8% |
| YTD | +14.1% | +13.8% | +0.3% | +8.6% |
| 1Y | -0.6% | +55.8% | -56.4% | -10.3% |
| 3Y | +20.8% | +647.4% | -626.6% | -21.6% |
| All | -53.1% | +505.2% | -558.3% | -68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling