+141.1%
IBM vs ESTC
+23.0%
+118.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.1% |
| 7D | -5.0% | -11.5% | +6.5% | -3.7% |
| 30D | +11.1% | -7.5% | +18.6% | +12.0% |
| 3M | +5.7% | +23.1% | -17.3% | +2.7% |
| 6M | +10.1% | +75.3% | -65.2% | +3.1% |
| YTD | -15.6% | +14.1% | -29.7% | -18.0% |
| 1Y | -19.5% | -0.6% | -19.0% | -21.1% |
| 3Y | +80.4% | +20.8% | +59.6% | +69.0% |
| 5Y | +140.0% | -48.8% | +188.7% | +139.0% |
| All | +141.1% | +23.0% | +118.1% | +82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling