-19.1%
IONS vs ESTC
+23.0%
-42.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +1.2% |
| 7D | -9.4% | -11.5% | +2.1% | -7.2% |
| 30D | -10.7% | -7.5% | -3.2% | -9.4% |
| 3M | -27.7% | +23.1% | -50.7% | -31.5% |
| 6M | -48.7% | +75.3% | -124.0% | -55.5% |
| YTD | -50.2% | +14.1% | -64.3% | -53.2% |
| 1Y | -46.8% | -0.6% | -46.2% | -48.8% |
| 3Y | -14.8% | +20.8% | -35.7% | -27.7% |
| 5Y | +17.0% | -48.8% | +65.8% | +15.1% |
| All | -19.1% | +23.0% | -42.1% | -46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling