-44.9%
IONS vs ESTC
+1.6%
-46.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.7% |
| 7D | -10.6% | -15.9% | +5.3% | -11.4% |
| 30D | -7.7% | -5.5% | -2.2% | -7.9% |
| 3M | -27.1% | +26.2% | -53.3% | -25.3% |
| 6M | -46.8% | +77.0% | -123.8% | -43.8% |
| YTD | -49.2% | +18.9% | -68.1% | -48.4% |
| 1Y | -44.9% | +1.3% | -46.2% | -45.4% |
| All | -44.9% | +1.6% | -46.5% | -45.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling