+157.2%
IGV vs ESTC
+24.6%
+132.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | 0.0% |
| 7D | -2.3% | -3.6% | +1.3% | -1.1% |
| 30D | -11.0% | -11.2% | +0.2% | -7.5% |
| 3M | -4.5% | +14.3% | -18.8% | -9.8% |
| 6M | +10.1% | +67.0% | -56.9% | -8.8% |
| YTD | -5.1% | +15.7% | -20.7% | -12.0% |
| 1Y | -10.2% | -6.3% | -4.0% | -11.5% |
| 3Y | +37.7% | +14.5% | +23.2% | +15.4% |
| 5Y | +15.7% | -49.9% | +65.6% | +17.7% |
| All | +157.2% | +24.6% | +132.5% | +65.7% |
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