-47.7%
ESTC vs IFF
-36.2%
-11.5%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.5% |
| 7D | -13.2% | -2.8% | -10.4% | -12.2% |
| 30D | +9.3% | -1.1% | +10.5% | +9.9% |
| 3M | +37.3% | +13.8% | +23.5% | +29.8% |
| 6M | +61.0% | +16.7% | +44.3% | +47.1% |
| YTD | +10.7% | +26.1% | -15.5% | -3.6% |
| 1Y | -7.2% | +33.5% | -40.7% | -22.3% |
| 3Y | +7.2% | +31.6% | -24.4% | -15.7% |
| 5Y | -47.7% | -34.9% | -12.8% | -30.2% |
| All | -47.7% | -36.2% | -11.5% | -30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling