+73.6%
ITOT vs ESTC
-47.5%
+121.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +2.9% | -0.1% |
| 7D | -2.0% | -13.2% | +11.1% | 0.0% |
| 30D | -2.0% | +9.3% | -11.3% | -3.8% |
| 3M | +4.5% | +37.3% | -32.8% | -1.3% |
| 6M | +12.6% | +61.0% | -48.4% | +3.1% |
| YTD | +12.0% | +10.7% | +1.3% | +8.3% |
| 1Y | +17.3% | -7.2% | +24.4% | +16.1% |
| 3Y | +75.2% | +7.2% | +68.1% | +60.4% |
| All | +73.6% | -47.5% | +121.1% | +61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling