+91.1%
IJR vs ESTC
+19.1%
+72.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -2.2% | -9.2% | +7.0% | -0.6% |
| 30D | -4.6% | +8.1% | -12.7% | -6.5% |
| 3M | +0.2% | +38.5% | -38.2% | -6.2% |
| 6M | +14.7% | +57.8% | -43.1% | +4.1% |
| YTD | +18.9% | +10.5% | +8.3% | +14.2% |
| 1Y | +19.9% | -6.4% | +26.3% | +18.0% |
| 3Y | +53.0% | +4.7% | +48.4% | +40.0% |
| 5Y | +40.9% | -47.8% | +88.6% | +37.6% |
| All | +91.1% | +19.1% | +72.0% | +34.7% |
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