+15.8%
IP vs ESTC
+31.2%
-15.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.5% | +6.7% | +2.7% |
| 7D | -5.3% | -8.1% | +2.8% | -4.5% |
| 30D | -10.9% | +31.7% | -42.5% | -13.7% |
| 3M | +11.2% | +41.1% | -29.9% | +6.7% |
| 6M | -10.2% | +77.1% | -87.3% | -16.3% |
| YTD | -2.0% | +21.7% | -23.7% | -5.2% |
| 1Y | -19.1% | +8.4% | -27.5% | -21.1% |
| 3Y | +20.9% | +23.6% | -2.8% | +11.9% |
| 5Y | -17.8% | -46.5% | +28.6% | -19.3% |
| All | +15.8% | +31.2% | -15.4% | -15.2% |
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 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