-44.0%
IONS vs ESTC
+27.2%
-71.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.0% | -5.6% | -4.0% |
| 7D | -29.6% | +5.8% | -35.4% | -30.6% |
| 30D | -35.6% | -5.6% | -30.0% | -35.0% |
| 3M | -51.7% | +15.4% | -67.1% | -53.8% |
| 6M | -64.0% | +77.8% | -141.8% | -68.9% |
| YTD | -65.5% | +18.1% | -83.5% | -67.8% |
| 1Y | -62.4% | -3.7% | -58.7% | -63.6% |
| 3Y | -41.1% | +16.9% | -58.0% | -49.5% |
| 5Y | -16.5% | -51.2% | +34.8% | -16.5% |
| All | -44.0% | +27.2% | -71.2% | -63.0% |
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