-39.8%
IONS vs ESTC
+13.7%
-53.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -29.4% | -2.6% | -26.8% | -29.3% |
| 30D | -35.1% | -8.6% | -26.5% | -34.7% |
| 3M | -48.9% | +14.4% | -63.2% | -49.7% |
| 6M | -62.4% | +73.3% | -135.7% | -64.7% |
| YTD | -64.2% | +15.7% | -79.9% | -64.9% |
| 1Y | -60.9% | -7.6% | -53.3% | -60.5% |
| All | -39.8% | +13.7% | -53.5% | -43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling