+161.0%
IGV vs ESTC
+23.7%
+137.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.1% |
| 7D | -1.5% | -3.3% | +1.8% | -0.5% |
| 30D | -3.0% | +13.4% | -16.5% | -8.0% |
| 3M | +9.6% | +41.3% | -31.8% | -3.7% |
| 6M | +16.1% | +62.6% | -46.5% | -2.9% |
| YTD | -3.6% | +14.8% | -18.4% | -10.3% |
| 1Y | -7.8% | -5.1% | -2.8% | -9.7% |
| 3Y | +40.0% | +11.2% | +28.8% | +18.2% |
| 5Y | +21.2% | -47.0% | +68.2% | +20.8% |
| All | +161.0% | +23.7% | +137.3% | +68.9% |
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