-36.4%
IONS vs ESTC
+28.9%
-65.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +4.9% | -26.2% | -22.3% |
| 7D | -24.8% | -1.2% | -23.6% | -24.9% |
| 30D | -31.5% | -8.1% | -23.4% | -30.6% |
| 3M | -45.2% | +20.2% | -65.4% | -48.0% |
| 6M | -59.1% | +72.7% | -131.8% | -64.4% |
| YTD | -60.8% | +19.6% | -80.5% | -63.6% |
| 1Y | -57.9% | +0.3% | -58.1% | -59.5% |
| 3Y | -34.5% | +22.8% | -57.3% | -44.6% |
| 5Y | -8.8% | -50.9% | +42.0% | -9.1% |
| All | -36.4% | +28.9% | -65.3% | -58.1% |
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