+157.2%
ICE vs ESTC
+24.6%
+132.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.7% | +1.7% |
| 7D | +3.2% | -3.6% | +6.7% | +3.6% |
| 30D | +12.9% | -11.2% | +24.1% | +14.2% |
| 3M | +17.5% | +14.3% | +3.2% | +14.7% |
| 6M | +14.0% | +67.0% | -53.0% | +5.6% |
| YTD | +10.0% | +15.7% | -5.6% | +6.0% |
| 1Y | +19.5% | -6.3% | +25.8% | +18.0% |
| 3Y | +66.8% | +14.5% | +52.3% | +52.5% |
| 5Y | +40.3% | -49.9% | +90.2% | +37.5% |
| All | +157.2% | +24.6% | +132.5% | +95.9% |
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 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