-97.6%
IRE vs ESTC
+4.0%
-101.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -3.3% | -12.5% | -14.7% |
| 7D | -41.9% | -3.6% | -38.3% | -40.6% |
| 30D | -75.1% | -11.2% | -63.9% | -73.8% |
| 3M | -82.4% | +14.3% | -96.7% | -82.7% |
| 6M | -95.5% | +67.0% | -162.5% | -96.1% |
| YTD | -93.1% | +15.7% | -108.7% | -93.2% |
| 1Y | -97.8% | -6.3% | -91.5% | -97.5% |
| All | -97.6% | +4.0% | -101.6% | -97.4% |
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