+31.2%
ESTC vs IAG
+443.2%
-412.1%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +38.0% |
| 6M | +77.1% | -10.3% | +87.3% | +77.2% |
| YTD | +21.7% | +24.2% | -2.5% | +17.2% |
| 1Y | +8.4% | +116.5% | -108.1% | -1.9% |
| 3Y | +23.6% | +742.8% | -719.2% | -5.0% |
| 5Y | -46.5% | +753.3% | -799.8% | -60.4% |
| All | +31.2% | +443.2% | -412.1% | -13.3% |
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