+339.0%
IBN vs ESTC
+27.2%
+311.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.2% |
| 7D | +5.7% | +5.8% | -0.1% | +5.1% |
| 30D | +20.5% | -5.6% | +26.1% | +21.0% |
| 3M | +15.2% | +15.4% | -0.2% | +12.6% |
| 6M | +34.5% | +77.8% | -43.3% | +24.6% |
| YTD | +16.4% | +18.1% | -1.7% | +12.3% |
| 1Y | +13.5% | -3.7% | +17.2% | +12.0% |
| 3Y | +55.4% | +16.9% | +38.6% | +42.8% |
| 5Y | +73.1% | -51.2% | +124.3% | +71.7% |
| All | +339.0% | +27.2% | +311.7% | +254.3% |
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 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