+196.7%
IVV vs ESTC
+25.9%
+170.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | +2.6% | +2.4% | +0.2% | +2.2% |
| 30D | -2.0% | -4.2% | +2.3% | -1.5% |
| 3M | -2.8% | +2.5% | -5.2% | -3.9% |
| 6M | +2.2% | +81.5% | -79.3% | -8.7% |
| YTD | +11.5% | +16.8% | -5.3% | +6.3% |
| 1Y | +13.5% | -3.5% | +16.9% | +11.3% |
| 3Y | +78.1% | +17.7% | +60.4% | +59.7% |
| 5Y | +73.1% | -51.7% | +124.9% | +72.5% |
| All | +196.7% | +25.9% | +170.8% | +110.1% |
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