+590.4%
IBKR vs ESTC
+19.1%
+571.2%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -1.3% | -9.2% | +7.8% | +0.4% |
| 30D | -0.2% | +8.1% | -8.3% | -2.3% |
| 3M | +3.0% | +38.5% | -35.5% | -4.1% |
| 6M | +33.9% | +57.8% | -23.9% | +21.1% |
| YTD | +42.5% | +10.5% | +32.0% | +36.9% |
| 1Y | +44.9% | -6.4% | +51.2% | +42.9% |
| 3Y | +293.0% | +4.7% | +288.3% | +261.5% |
| 5Y | +497.7% | -47.8% | +545.4% | +486.5% |
| All | +590.4% | +19.1% | +571.2% | +396.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling