+67.5%
IBN vs ESTC
-48.9%
+116.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +1.9% | +4.0% |
| 7D | +15.1% | -11.5% | +26.6% | +16.2% |
| 30D | +21.6% | -7.5% | +29.2% | +22.2% |
| 3M | +11.2% | +23.1% | -11.9% | +8.4% |
| 6M | +27.8% | +75.3% | -47.5% | +19.9% |
| YTD | +14.7% | +14.1% | +0.6% | +11.7% |
| 1Y | +14.4% | -0.6% | +15.0% | +12.8% |
| 3Y | +52.1% | +20.8% | +31.3% | +39.8% |
| All | +67.5% | -48.9% | +116.4% | +65.6% |
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