+4.8%
ESTC vs IFF
+29.7%
-24.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.5% |
| 7D | -13.2% | -2.8% | -10.4% | -12.8% |
| 30D | +9.3% | -1.1% | +10.5% | +9.6% |
| 3M | +37.3% | +13.8% | +23.5% | +34.7% |
| 6M | +61.0% | +16.7% | +44.3% | +55.9% |
| YTD | +10.7% | +26.1% | -15.5% | +4.3% |
| 1Y | -7.2% | +33.5% | -40.7% | -14.3% |
| All | +4.8% | +29.7% | -24.9% | -3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling