+32.7%
IRM vs ESTC
+7.3%
+25.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.5% | +6.1% | +1.7% |
| 7D | -0.5% | -8.1% | +7.6% | -0.4% |
| 30D | -8.1% | +31.7% | -39.8% | -8.9% |
| 3M | -9.7% | +41.1% | -50.7% | -10.7% |
| 6M | +10.0% | +77.1% | -67.1% | +7.6% |
| YTD | +43.0% | +21.7% | +21.3% | +42.5% |
| 1Y | +32.7% | +8.4% | +24.3% | +36.0% |
| All | +32.7% | +7.3% | +25.4% | +36.0% |
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