-7.1%
IGV vs ESTC
-4.1%
-3.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | -0.5% |
| 7D | -3.3% | -4.3% | +1.0% | -1.8% |
| 30D | 0.0% | +17.7% | -17.7% | -7.3% |
| 3M | +7.3% | +42.3% | -34.9% | -8.2% |
| 6M | +16.7% | +64.6% | -47.8% | -6.4% |
| YTD | -2.8% | +17.2% | -20.1% | -16.0% |
| All | -7.1% | -4.1% | -3.0% | -15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling