+12.2%
IOT vs ESTC
+7.3%
+4.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.5% | +8.2% | +6.1% |
| 7D | -2.3% | -8.1% | +5.8% | +1.9% |
| 30D | +3.8% | +31.7% | -27.9% | -13.6% |
| 3M | +14.2% | +41.1% | -26.9% | -9.2% |
| 6M | +40.1% | +77.1% | -36.9% | -1.6% |
| YTD | +13.4% | +21.7% | -8.3% | -11.5% |
| 1Y | +12.2% | +8.4% | +3.8% | -9.1% |
| All | +12.2% | +7.3% | +4.9% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling