+138.2%
IBM vs ESTC
-48.9%
+187.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.1% |
| 7D | -5.0% | -11.5% | +6.5% | -3.8% |
| 30D | +11.1% | -7.5% | +18.6% | +11.9% |
| 3M | +5.7% | +23.1% | -17.3% | +3.1% |
| 6M | +10.1% | +75.3% | -65.2% | +4.1% |
| YTD | -15.6% | +14.1% | -29.7% | -18.1% |
| 1Y | -19.5% | -0.6% | -19.0% | -21.4% |
| 3Y | +80.4% | +20.8% | +59.6% | +71.7% |
| All | +138.2% | -48.9% | +187.1% | +122.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling