+63.3%
IYR vs ESTC
+24.7%
+38.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -1.2% | -2.6% | +1.4% | -0.9% |
| 30D | +6.1% | -8.6% | +14.7% | +7.0% |
| 3M | +0.9% | +14.4% | -13.4% | -1.3% |
| 6M | +1.2% | +73.3% | -72.1% | -6.5% |
| YTD | +11.1% | +15.7% | -4.6% | +7.2% |
| 1Y | +9.0% | -7.6% | +16.5% | +8.0% |
| 3Y | +41.4% | +14.6% | +26.8% | +29.7% |
| 5Y | +6.7% | -50.0% | +56.7% | +4.5% |
| All | +63.3% | +24.7% | +38.5% | +21.8% |
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