+402.8%
IRM vs ESTC
+28.9%
+373.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.9% | -0.8% | +3.5% |
| 7D | -3.8% | -1.2% | -2.6% | -3.6% |
| 30D | -3.2% | -8.1% | +4.9% | -2.2% |
| 3M | -7.8% | +20.2% | -28.0% | -10.4% |
| 6M | -12.7% | +72.7% | -85.4% | -19.4% |
| YTD | +36.7% | +19.6% | +17.1% | +31.4% |
| 1Y | +10.0% | +0.3% | +9.8% | +8.0% |
| 3Y | +107.2% | +22.8% | +84.4% | +90.6% |
| 5Y | +181.6% | -50.9% | +232.4% | +172.8% |
| All | +402.8% | +28.9% | +373.9% | +279.3% |
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 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