+1.3%
ESTC vs IFF
+44.8%
-43.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +4.0% | -1.3% |
| 7D | -15.9% | -3.3% | -12.6% | -16.1% |
| 30D | -5.5% | +5.3% | -10.8% | -5.1% |
| 3M | +26.2% | +8.9% | +17.3% | +27.4% |
| 6M | +77.0% | +26.3% | +50.7% | +82.2% |
| YTD | +18.9% | +32.2% | -13.3% | +23.2% |
| 1Y | +1.3% | +45.8% | -44.5% | +11.9% |
| All | +1.3% | +44.8% | -43.5% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling