-83.7%
IRE vs ESTC
+9.5%
-93.1%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -4.5% | +18.5% | +14.5% |
| 7D | +54.8% | -8.1% | +62.9% | +56.0% |
| 30D | +18.4% | +31.7% | -13.3% | +8.1% |
| 3M | -66.7% | +41.1% | -107.8% | -70.1% |
| 6M | -52.3% | +77.1% | -129.4% | -60.6% |
| YTD | -52.3% | +21.7% | -74.0% | -55.3% |
| All | -83.7% | +9.5% | -93.1% | -82.8% |
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 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