+19.1%
ESTC vs IFF
-25.4%
+44.6%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -9.2% | -3.2% | -6.0% | -8.0% |
| 30D | +8.1% | -0.3% | +8.4% | +8.3% |
| 3M | +38.5% | +8.4% | +30.0% | +33.5% |
| 6M | +57.8% | +23.0% | +34.8% | +41.1% |
| YTD | +10.5% | +25.5% | -14.9% | -2.9% |
| 1Y | -6.4% | +29.1% | -35.4% | -19.5% |
| 3Y | +4.7% | +31.7% | -27.0% | -14.5% |
| 5Y | -47.8% | -35.2% | -12.6% | -39.9% |
| All | +19.1% | -25.4% | +44.6% | +16.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling