+112.7%
IJH vs ESTC
+19.1%
+93.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -1.9% | -9.2% | +7.3% | -0.2% |
| 30D | -4.6% | +8.1% | -12.7% | -6.6% |
| 3M | -1.2% | +38.5% | -39.6% | -7.7% |
| 6M | +9.4% | +57.8% | -48.4% | -1.0% |
| YTD | +13.3% | +10.5% | +2.8% | +8.8% |
| 1Y | +13.4% | -6.4% | +19.8% | +11.5% |
| 3Y | +50.4% | +4.7% | +45.8% | +36.8% |
| 5Y | +49.0% | -47.8% | +96.7% | +45.4% |
| All | +112.7% | +19.1% | +93.6% | +48.7% |
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