+142.3%
IBM vs ESTC
+24.6%
+117.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.4% | +0.4% |
| 7D | -1.5% | -3.6% | +2.0% | -1.2% |
| 30D | +8.4% | -11.2% | +19.6% | +9.7% |
| 3M | +4.2% | +14.3% | -10.1% | +2.1% |
| 6M | +7.9% | +67.0% | -59.1% | +1.5% |
| YTD | -15.2% | +15.7% | -30.8% | -17.8% |
| 1Y | -18.7% | -6.3% | -12.5% | -19.9% |
| 3Y | +79.2% | +14.5% | +64.7% | +68.7% |
| 5Y | +144.7% | -49.9% | +194.6% | +144.7% |
| All | +142.3% | +24.6% | +117.6% | +83.3% |
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