+106.7%
IVZ vs ESTC
+31.2%
+75.6%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.5% | +5.6% | +2.1% |
| 7D | +0.6% | -8.1% | +8.7% | +2.5% |
| 30D | +4.0% | +31.7% | -27.7% | -3.4% |
| 3M | +18.2% | +41.1% | -22.9% | +7.6% |
| 6M | +32.8% | +77.1% | -44.2% | +13.5% |
| YTD | +28.7% | +21.7% | +7.0% | +19.6% |
| 1Y | +55.4% | +8.4% | +47.0% | +46.9% |
| 3Y | +135.2% | +23.6% | +111.6% | +102.3% |
| 5Y | +64.2% | -46.5% | +110.7% | +59.0% |
| All | +106.7% | +31.2% | +75.6% | +35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling