+39.9%
IJR vs ESTC
-46.4%
+86.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.8% |
| 7D | -1.1% | -3.3% | +2.2% | -0.7% |
| 30D | -3.6% | +13.4% | -17.1% | -6.0% |
| 3M | +2.3% | +41.3% | -39.0% | -3.9% |
| 6M | +14.3% | +62.6% | -48.2% | +4.3% |
| YTD | +19.3% | +14.8% | +4.5% | +14.6% |
| 1Y | +22.6% | -5.1% | +27.7% | +20.9% |
| 3Y | +53.5% | +11.2% | +42.4% | +40.4% |
| 5Y | +39.9% | -47.0% | +86.9% | +28.2% |
| All | +39.9% | -46.4% | +86.3% | +28.2% |
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