+30.7%
IVZ vs ESTC
+1.6%
+29.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.0% | +4.3% |
| 7D | +2.6% | -15.9% | +18.5% | +5.1% |
| 30D | -3.5% | -5.5% | +2.0% | -2.8% |
| 3M | -7.4% | +26.2% | -33.6% | -10.9% |
| 6M | +14.7% | +77.0% | -62.3% | +3.9% |
| YTD | +14.6% | +18.9% | -4.3% | +8.6% |
| 1Y | +30.7% | +1.3% | +29.4% | +23.8% |
| All | +30.7% | +1.6% | +29.2% | +23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling