+10.8%
IP vs ESTC
+28.1%
-17.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.6% |
| 7D | +3.4% | -15.9% | +19.2% | +5.2% |
| 30D | +11.2% | -5.5% | +16.7% | +11.7% |
| 3M | -14.8% | +26.2% | -41.0% | -17.2% |
| 6M | +17.3% | +77.0% | -59.7% | +9.5% |
| YTD | -6.2% | +18.9% | -25.0% | -9.1% |
| 1Y | +2.3% | +1.3% | +1.0% | +0.6% |
| 3Y | +17.7% | +24.0% | -6.3% | +8.9% |
| 5Y | -8.4% | -47.7% | +39.2% | -9.9% |
| All | +10.8% | +28.1% | -17.3% | -18.8% |
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