+383.2%
IRM vs ESTC
+23.0%
+360.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.3% | +0.7% |
| 7D | -8.6% | -11.5% | +2.9% | -7.2% |
| 30D | -8.0% | -7.5% | -0.4% | -7.1% |
| 3M | -12.0% | +23.1% | -35.0% | -14.8% |
| 6M | -18.2% | +75.3% | -93.4% | -24.7% |
| YTD | +31.4% | +14.1% | +17.3% | +27.0% |
| 1Y | +9.2% | -0.6% | +9.7% | +7.2% |
| 3Y | +94.6% | +20.8% | +73.8% | +79.1% |
| 5Y | +170.2% | -48.8% | +218.9% | +160.6% |
| All | +383.2% | +23.0% | +360.2% | +266.6% |
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