+80.5%
IVZ vs ESTC
+24.6%
+55.8%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.6% |
| 7D | +2.2% | -3.6% | +5.7% | +3.1% |
| 30D | -2.2% | -11.2% | +9.0% | +0.5% |
| 3M | -8.4% | +14.3% | -22.8% | -12.2% |
| 6M | +6.2% | +67.0% | -60.8% | -7.8% |
| YTD | +12.4% | +15.7% | -3.3% | +5.4% |
| 1Y | +26.0% | -6.3% | +32.3% | +23.6% |
| 3Y | +147.9% | +14.5% | +133.4% | +117.6% |
| 5Y | +38.8% | -49.9% | +88.7% | +36.6% |
| All | +80.5% | +24.6% | +55.8% | +19.2% |
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