-97.1%
IRE vs ESTC
-8.0%
-89.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +0.1% | +12.1% | +12.1% |
| 7D | -15.1% | -2.6% | -12.5% | -13.5% |
| 30D | -71.4% | -8.6% | -62.8% | -70.0% |
| 3M | -81.2% | +14.4% | -95.5% | -81.5% |
| 6M | -93.7% | +73.3% | -167.0% | -94.6% |
| YTD | -92.2% | +15.7% | -107.9% | -92.4% |
| All | -97.1% | -8.0% | -89.1% | -97.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling