+276.9%
IBN vs ESTC
+26.3%
+250.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.7% | +1.2% | -2.1% |
| 7D | -2.2% | -4.3% | +2.1% | -1.8% |
| 30D | -2.3% | +17.7% | -20.0% | -4.4% |
| 3M | +15.9% | +42.3% | -26.4% | +10.7% |
| 6M | +5.6% | +64.6% | -59.0% | -1.3% |
| YTD | -0.1% | +17.2% | -17.3% | -3.2% |
| 1Y | -6.5% | -4.2% | -2.3% | -7.7% |
| 3Y | +29.3% | +13.5% | +15.8% | +19.4% |
| 5Y | +56.6% | -45.5% | +102.1% | +53.1% |
| All | +276.9% | +26.3% | +250.6% | +205.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling