+85.6%
IBB vs ESTC
+31.2%
+54.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | -0.1% |
| 7D | +1.4% | -8.1% | +9.5% | +2.8% |
| 30D | +10.5% | +31.7% | -21.2% | +4.2% |
| 3M | +23.6% | +41.1% | -17.4% | +14.7% |
| 6M | +22.6% | +77.1% | -54.4% | +8.0% |
| YTD | +25.7% | +21.7% | +4.0% | +18.1% |
| 1Y | +51.4% | +8.4% | +43.0% | +44.4% |
| 3Y | +64.4% | +23.6% | +40.8% | +41.8% |
| 5Y | +22.1% | -46.5% | +68.6% | +19.3% |
| All | +85.6% | +31.2% | +54.4% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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