+62.8%
IOT vs ESTC
-19.9%
+82.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.5% | +8.2% | +6.5% |
| 7D | -2.3% | -8.1% | +5.8% | +2.7% |
| 30D | +3.8% | +31.7% | -27.9% | -14.9% |
| 3M | +14.2% | +41.1% | -26.9% | -10.2% |
| 6M | +40.1% | +77.1% | -36.9% | -3.8% |
| YTD | +13.4% | +21.7% | -8.3% | -3.6% |
| 1Y | +12.2% | +8.4% | +3.8% | -0.1% |
| 3Y | +30.0% | +23.6% | +6.4% | -10.0% |
| All | +62.8% | -19.9% | +82.6% | +47.4% |
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