-19.3%
IBM vs ESTC
-3.0%
-16.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | +0.3% |
| 7D | -2.2% | -3.6% | +1.4% | -1.3% |
| 30D | +7.7% | -11.2% | +18.8% | +10.8% |
| 3M | +3.5% | +14.3% | -10.8% | -2.4% |
| 6M | +7.2% | +67.0% | -59.8% | -10.0% |
| YTD | -15.8% | +15.7% | -31.4% | -29.7% |
| 1Y | -19.3% | -6.3% | -13.0% | -34.0% |
| All | -19.3% | -3.0% | -16.2% | -34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling