+10.0%
IRM vs ESTC
+74.7%
-64.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.5% | +6.1% | +1.5% |
| 7D | -0.5% | -8.1% | +7.6% | -0.8% |
| 30D | -8.1% | +31.7% | -39.8% | -7.7% |
| 3M | -9.7% | +41.1% | -50.7% | -9.3% |
| 6M | +10.0% | +77.1% | -67.1% | +12.0% |
| All | +10.0% | +74.7% | -64.7% | +12.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling