+25.3%
IOT vs ESTC
+11.0%
+14.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.1% | -1.7% | -2.7% |
| 7D | +5.1% | -3.3% | +8.4% | +6.7% |
| 30D | -3.0% | +13.4% | -16.5% | -11.3% |
| 3M | +15.0% | +41.3% | -26.4% | -6.4% |
| 6M | +13.1% | +62.6% | -49.4% | -14.1% |
| YTD | +9.0% | +14.8% | -5.7% | -2.8% |
| 1Y | +0.1% | -5.1% | +5.2% | -3.6% |
| All | +25.3% | +11.0% | +14.3% | -5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling