-98.0%
IRE vs ESTC
+5.1%
-103.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -1.0% | -13.4% | -14.0% |
| 7D | -31.8% | +2.4% | -34.2% | -32.3% |
| 30D | -71.8% | -4.2% | -67.5% | -70.6% |
| 3M | -88.9% | +2.5% | -91.4% | -88.7% |
| 6M | -95.4% | +81.5% | -176.8% | -96.1% |
| YTD | -94.2% | +16.8% | -111.1% | -94.4% |
| 1Y | -97.1% | -3.5% | -93.6% | -96.7% |
| All | -98.0% | +5.1% | -103.1% | -97.8% |
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 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