+55.4%
IVZ vs ESTC
+7.3%
+48.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.5% | +5.6% | +1.6% |
| 7D | +0.6% | -8.1% | +8.7% | +1.5% |
| 30D | +4.0% | +31.7% | -27.7% | +0.3% |
| 3M | +18.2% | +41.1% | -22.9% | +12.9% |
| 6M | +32.8% | +77.1% | -44.2% | +22.7% |
| YTD | +28.7% | +21.7% | +7.0% | +21.3% |
| 1Y | +55.4% | +8.4% | +47.0% | +48.1% |
| All | +55.4% | +7.3% | +48.1% | +48.1% |
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 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