+75.6%
IVV vs ESTC
-51.0%
+126.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -0.9% | -2.6% | +1.7% | -0.6% |
| 30D | -2.3% | -8.6% | +6.2% | -1.3% |
| 3M | -1.2% | +14.4% | -15.5% | -3.7% |
| 6M | +3.3% | +73.3% | -70.0% | -5.7% |
| YTD | +12.3% | +15.7% | -3.4% | +8.0% |
| 1Y | +12.5% | -7.6% | +20.1% | +11.6% |
| 3Y | +79.2% | +14.6% | +64.6% | +63.5% |
| 5Y | +75.6% | -50.0% | +125.7% | +61.4% |
| All | +75.6% | -51.0% | +126.6% | +61.4% |
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