+33.6%
IBN vs ESTC
+18.2%
+15.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | -0.5% |
| 7D | +1.4% | -8.1% | +9.5% | +1.7% |
| 30D | -0.3% | +31.7% | -32.0% | -1.8% |
| 3M | +17.1% | +41.1% | -23.9% | +15.0% |
| 6M | +3.4% | +77.1% | -73.7% | +0.1% |
| YTD | +2.5% | +21.7% | -19.2% | +1.1% |
| 1Y | -4.2% | +8.4% | -12.5% | -5.0% |
| All | +33.6% | +18.2% | +15.4% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling