+115.4%
IJH vs ESTC
+26.3%
+89.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.0% | 0.0% |
| 7D | +1.0% | -4.3% | +5.3% | +1.7% |
| 30D | -3.1% | +17.7% | -20.8% | -6.5% |
| 3M | +1.9% | +42.3% | -40.4% | -5.2% |
| 6M | +11.0% | +64.6% | -53.6% | -0.2% |
| YTD | +14.7% | +17.2% | -2.5% | +9.0% |
| 1Y | +15.6% | -4.2% | +19.8% | +13.3% |
| 3Y | +52.5% | +13.5% | +39.0% | +36.7% |
| 5Y | +49.1% | -45.5% | +94.6% | +44.6% |
| All | +115.4% | +26.3% | +89.0% | +49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling