+47.8%
IJH vs ESTC
-49.0%
+96.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.6% | -0.4% |
| 7D | -2.5% | -13.2% | +10.7% | -0.5% |
| 30D | -5.0% | +9.3% | -14.4% | -6.9% |
| 3M | +0.5% | +37.3% | -36.8% | -5.2% |
| 6M | +8.2% | +61.0% | -52.8% | -1.1% |
| YTD | +12.4% | +10.7% | +1.8% | +8.6% |
| 1Y | +14.4% | -7.2% | +21.5% | +13.2% |
| 3Y | +49.5% | +7.2% | +42.3% | +37.0% |
| 5Y | +47.8% | -47.7% | +95.5% | +35.9% |
| All | +47.8% | -49.0% | +96.8% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling