+19.2%
IONS vs ESTC
+31.2%
-11.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +0.8% |
| 7D | -4.8% | -8.1% | +3.3% | -3.4% |
| 30D | +7.2% | +31.7% | -24.5% | +0.3% |
| 3M | -22.7% | +41.1% | -63.7% | -29.1% |
| 6M | -26.9% | +77.1% | -104.0% | -36.8% |
| YTD | -26.6% | +21.7% | -48.3% | -31.7% |
| 1Y | -2.1% | +8.4% | -10.5% | -7.6% |
| 3Y | +43.4% | +23.6% | +19.8% | +21.3% |
| 5Y | +47.0% | -46.5% | +93.5% | +43.6% |
| All | +19.2% | +31.2% | -11.9% | -21.5% |
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