+62.6%
IOT vs ESTC
-22.8%
+85.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.6% | +2.1% |
| 7D | +2.8% | -4.3% | +7.1% | +5.3% |
| 30D | -1.8% | +17.7% | -19.5% | -13.7% |
| 3M | +17.9% | +42.3% | -24.4% | -7.8% |
| 6M | +13.5% | +64.6% | -51.0% | -18.7% |
| YTD | +13.3% | +17.2% | -3.9% | -1.5% |
| 1Y | -3.3% | -4.2% | +0.9% | -7.0% |
| 3Y | +31.3% | +13.5% | +17.8% | -3.5% |
| All | +62.6% | -22.8% | +85.4% | +50.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling