+95.4%
IJR vs ESTC
+31.2%
+64.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.5% | +4.9% | +1.1% |
| 7D | -0.2% | -8.1% | +7.9% | +1.2% |
| 30D | -2.4% | +31.7% | -34.1% | -7.6% |
| 3M | +3.9% | +41.1% | -37.1% | -3.0% |
| 6M | +12.4% | +77.1% | -64.7% | 0.0% |
| YTD | +21.5% | +21.7% | -0.2% | +14.9% |
| 1Y | +24.0% | +8.4% | +15.6% | +18.9% |
| 3Y | +49.7% | +23.6% | +26.1% | +32.9% |
| 5Y | +39.7% | -46.5% | +86.1% | +36.2% |
| All | +95.4% | +31.2% | +64.2% | +35.5% |
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