-97.2%
IRE vs ESTC
+7.6%
-104.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.9% | -7.3% | -4.0% |
| 7D | -15.5% | -1.2% | -14.3% | -14.6% |
| 30D | -70.4% | -8.1% | -62.3% | -69.3% |
| 3M | -81.6% | +20.2% | -101.8% | -82.3% |
| 6M | -94.7% | +72.7% | -167.4% | -95.4% |
| YTD | -91.8% | +19.6% | -111.4% | -92.0% |
| 1Y | -97.6% | +0.3% | -97.8% | -97.3% |
| All | -97.2% | +7.6% | -104.8% | -96.9% |
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