-0.8%
IP vs ESTC
-2.5%
+1.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.7% |
| 7D | -5.1% | -11.5% | +6.5% | -4.6% |
| 30D | +8.5% | -7.5% | +16.1% | +8.7% |
| 3M | -13.8% | +23.1% | -36.9% | -14.3% |
| 6M | +5.7% | +75.3% | -69.5% | +4.1% |
| YTD | -9.1% | +14.1% | -23.2% | -8.3% |
| 1Y | -0.8% | -0.6% | -0.2% | -0.7% |
| All | -0.8% | -2.5% | +1.7% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling