+69.3%
IVZ vs ESTC
+20.3%
+49.0%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -6.1% | -1.9% | -6.6% |
| 7D | -6.7% | -18.5% | +11.8% | -2.2% |
| 30D | -10.9% | -11.0% | +0.1% | -8.6% |
| 3M | -14.8% | +20.8% | -35.6% | -19.5% |
| 6M | +2.4% | +67.9% | -65.5% | -11.3% |
| YTD | +5.4% | +11.6% | -6.2% | -0.3% |
| 1Y | +19.6% | -3.3% | +22.8% | +16.3% |
| 3Y | +122.4% | +16.4% | +106.0% | +94.1% |
| 5Y | +28.8% | -49.9% | +78.6% | +26.5% |
| All | +69.3% | +20.3% | +49.0% | +12.7% |
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