+87.1%
IBB vs ESTC
+23.0%
+64.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.3% |
| 7D | -1.8% | -11.5% | +9.7% | +0.3% |
| 30D | +5.1% | -7.5% | +12.6% | +6.4% |
| 3M | +10.7% | +23.1% | -12.3% | +5.4% |
| 6M | +22.9% | +75.3% | -52.4% | +8.6% |
| YTD | +26.7% | +14.1% | +12.6% | +20.2% |
| 1Y | +35.1% | -0.6% | +35.7% | +31.1% |
| 3Y | +80.2% | +20.8% | +59.4% | +56.0% |
| 5Y | +37.8% | -48.8% | +86.6% | +35.5% |
| All | +87.1% | +23.0% | +64.1% | +31.2% |
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