+142.1%
IBM vs ESTC
+28.9%
+113.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.4% | -0.1% |
| 7D | -2.5% | -1.2% | -1.4% | -2.4% |
| 30D | +8.4% | -8.1% | +16.5% | +9.3% |
| 3M | +4.5% | +20.2% | -15.7% | +1.8% |
| 6M | +7.9% | +72.7% | -64.9% | +1.1% |
| YTD | -15.2% | +19.6% | -34.9% | -18.1% |
| 1Y | -17.6% | +0.3% | -17.8% | -19.3% |
| 3Y | +82.1% | +22.8% | +59.2% | +70.2% |
| 5Y | +143.3% | -50.9% | +194.2% | +144.1% |
| All | +142.1% | +28.9% | +113.2% | +82.6% |
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