+55.4%
IOT vs ESTC
-27.2%
+82.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.1% |
| 7D | -4.5% | -9.2% | +4.6% | +1.2% |
| 30D | -2.4% | +8.1% | -10.5% | -9.6% |
| 3M | +19.0% | +38.5% | -19.5% | -5.5% |
| 6M | +19.6% | +57.8% | -38.1% | -12.1% |
| YTD | +8.3% | +10.5% | -2.3% | -2.5% |
| 1Y | -0.8% | -6.4% | +5.6% | -3.3% |
| 3Y | +24.4% | +4.7% | +19.8% | -3.7% |
| All | +55.4% | -27.2% | +82.6% | +49.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling