+23.0%
ESTC vs IAG
+397.6%
-374.6%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +20.7% |
| 6M | +75.3% | +1.4% | +73.9% | +73.6% |
| YTD | +14.1% | +13.8% | +0.3% | +10.6% |
| 1Y | -0.6% | +55.8% | -56.4% | -6.8% |
| 3Y | +20.8% | +647.4% | -626.6% | -6.1% |
| 5Y | -48.8% | +519.1% | -567.9% | -61.6% |
| All | +23.0% | +397.6% | -374.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling