+27.4%
IVZ vs ESTC
-48.9%
+76.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.5% |
| 7D | -2.4% | -11.5% | +9.1% | +0.3% |
| 30D | -11.2% | -7.5% | -3.7% | -9.8% |
| 3M | -14.0% | +23.1% | -37.0% | -19.0% |
| 6M | +0.5% | +75.3% | -74.8% | -13.6% |
| YTD | +5.4% | +14.1% | -8.7% | -0.7% |
| 1Y | +19.5% | -0.6% | +20.0% | +15.7% |
| 3Y | +128.7% | +20.8% | +107.9% | +97.6% |
| All | +27.4% | -48.9% | +76.3% | +9.3% |
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