+82.2%
IBM vs ESTC
+14.8%
+67.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.2% |
| 7D | +1.6% | +2.4% | -0.8% | +1.2% |
| 30D | +9.2% | -4.2% | +13.4% | +9.7% |
| 3M | +4.9% | +2.5% | +2.5% | +4.0% |
| 6M | +16.8% | +81.5% | -64.7% | +7.0% |
| YTD | -14.3% | +16.8% | -31.1% | -18.8% |
| 1Y | -16.7% | -3.5% | -13.3% | -20.1% |
| 3Y | +82.2% | +17.7% | +64.5% | +71.2% |
| All | +82.2% | +14.8% | +67.5% | +71.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling