+7.4%
IP vs ESTC
+23.0%
-15.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.6% |
| 7D | -5.1% | -11.5% | +6.5% | -3.9% |
| 30D | +8.5% | -7.5% | +16.1% | +9.3% |
| 3M | -13.8% | +23.1% | -36.9% | -16.1% |
| 6M | +5.7% | +75.3% | -69.5% | -1.2% |
| YTD | -9.1% | +14.1% | -23.2% | -11.6% |
| 1Y | -0.8% | -0.6% | -0.2% | -2.3% |
| 3Y | +14.8% | +20.8% | -6.0% | +6.5% |
| 5Y | -11.5% | -48.8% | +37.2% | -12.8% |
| All | +7.4% | +23.0% | -15.6% | -21.0% |
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