-11.4%
IONS vs ESTC
-52.1%
+40.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.0% | +7.4% | +6.6% |
| 7D | -26.3% | +2.4% | -28.7% | -26.7% |
| 30D | -31.9% | -4.2% | -27.7% | -31.6% |
| 3M | -48.0% | +2.5% | -50.5% | -48.7% |
| 6M | -62.6% | +81.5% | -144.0% | -66.9% |
| YTD | -63.3% | +16.8% | -80.1% | -65.2% |
| 1Y | -58.4% | -3.5% | -54.9% | -59.2% |
| 3Y | -38.2% | +17.7% | -55.9% | -46.1% |
| All | -11.4% | -52.1% | +40.7% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling