-97.9%
IRE vs ESTC
+0.4%
-98.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.9% | -6.1% | -27.8% | -32.1% |
| 7D | -57.1% | -18.5% | -38.7% | -54.3% |
| 30D | -84.4% | -11.0% | -73.4% | -83.6% |
| 3M | -85.0% | +20.8% | -105.7% | -85.6% |
| 6M | -95.2% | +67.9% | -163.1% | -95.9% |
| YTD | -93.9% | +11.6% | -105.6% | -94.0% |
| 1Y | -98.8% | -3.3% | -95.6% | -98.7% |
| All | -97.9% | +0.4% | -98.3% | -97.7% |
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