+410.0%
IRM vs ESTC
+24.7%
+385.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | -5.3% | -2.6% | -2.6% | -4.9% |
| 30D | -2.3% | -8.6% | +6.3% | -1.3% |
| 3M | -7.4% | +14.4% | -21.8% | -9.5% |
| 6M | -12.2% | +73.3% | -85.5% | -19.0% |
| YTD | +38.6% | +15.7% | +22.9% | +33.8% |
| 1Y | +14.9% | -7.6% | +22.5% | +14.0% |
| 3Y | +108.2% | +14.6% | +93.6% | +93.2% |
| 5Y | +183.8% | -50.0% | +233.9% | +174.6% |
| All | +410.0% | +24.7% | +385.3% | +286.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling