+426.0%
IRM vs ESTC
+31.2%
+394.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.5% | +6.1% | +2.2% |
| 7D | -0.5% | -8.1% | +7.6% | +0.5% |
| 30D | -8.1% | +31.7% | -39.8% | -11.7% |
| 3M | -9.7% | +41.1% | -50.7% | -14.1% |
| 6M | +10.0% | +77.1% | -67.1% | +1.0% |
| YTD | +43.0% | +21.7% | +21.3% | +37.3% |
| 1Y | +32.7% | +8.4% | +24.3% | +28.8% |
| 3Y | +102.7% | +23.6% | +79.1% | +86.1% |
| 5Y | +187.6% | -46.5% | +234.0% | +175.8% |
| All | +426.0% | +31.2% | +394.9% | +296.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling