+59.1%
IYR vs ESTC
+23.7%
+35.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.9% |
| 7D | -0.9% | -3.3% | +2.4% | -0.6% |
| 30D | -2.4% | +13.4% | -15.8% | -4.2% |
| 3M | -2.0% | +41.3% | -43.3% | -6.6% |
| 6M | +2.5% | +62.6% | -60.1% | -4.5% |
| YTD | +8.3% | +14.8% | -6.5% | +4.9% |
| 1Y | +6.5% | -5.1% | +11.5% | +5.2% |
| 3Y | +29.3% | +11.2% | +18.2% | +19.2% |
| 5Y | +5.7% | -47.0% | +52.7% | +2.6% |
| All | +59.1% | +23.7% | +35.4% | +19.1% |
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