+115.5%
IBM vs ESTC
-46.4%
+161.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +0.5% |
| 7D | -0.3% | -8.1% | +7.8% | +0.5% |
| 30D | +0.3% | +31.7% | -31.4% | -2.7% |
| 3M | -21.6% | +41.1% | -62.7% | -24.5% |
| 6M | -4.7% | +77.1% | -81.8% | -10.0% |
| YTD | -19.1% | +21.7% | -40.8% | -21.9% |
| 1Y | -2.5% | +8.4% | -10.9% | -5.4% |
| 3Y | +74.2% | +23.6% | +50.5% | +65.3% |
| All | +115.5% | -46.4% | +161.9% | +100.3% |
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 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