+19.1%
IVZ vs ESTC
-6.1%
+25.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -0.9% |
| 7D | +5.1% | +5.8% | -0.6% | +4.2% |
| 30D | -1.6% | -5.6% | +4.0% | -0.8% |
| 3M | -9.1% | +15.4% | -24.6% | -11.4% |
| 6M | +1.8% | +77.8% | -76.0% | -8.1% |
| YTD | +10.8% | +18.1% | -7.2% | +5.2% |
| 1Y | +19.1% | -3.7% | +22.8% | +13.5% |
| All | +19.1% | -6.1% | +25.3% | +13.5% |
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