+189.3%
IVV vs ESTC
+23.0%
+166.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | 0.0% |
| 7D | -2.7% | -11.5% | +8.8% | -0.8% |
| 30D | -5.4% | -7.5% | +2.2% | -4.3% |
| 3M | -4.1% | +23.1% | -27.1% | -8.1% |
| 6M | +0.7% | +75.3% | -74.5% | -9.5% |
| YTD | +8.7% | +14.1% | -5.4% | +4.0% |
| 1Y | +11.0% | -0.6% | +11.5% | +8.3% |
| 3Y | +75.4% | +20.8% | +54.6% | +56.3% |
| 5Y | +68.3% | -48.8% | +117.1% | +65.4% |
| All | +189.3% | +23.0% | +166.3% | +105.7% |
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