+18.7%
IRM vs ESTC
+1.6%
+17.2%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.7% |
| 7D | +2.6% | -15.9% | +18.4% | +3.2% |
| 30D | +5.6% | -5.5% | +11.1% | +5.9% |
| 3M | -4.7% | +26.2% | -30.9% | -5.7% |
| 6M | -6.1% | +77.0% | -83.1% | -9.1% |
| YTD | +46.3% | +18.9% | +27.5% | +46.5% |
| 1Y | +18.7% | +1.3% | +17.4% | +20.3% |
| All | +18.7% | +1.6% | +17.2% | +20.3% |
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