+6.8%
IYR vs ESTC
-48.1%
+54.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.9% | -3.3% | +1.1% |
| 7D | +2.3% | -1.2% | +3.4% | +2.4% |
| 30D | +7.4% | -8.1% | +15.5% | +8.1% |
| 3M | -0.7% | +20.2% | -20.9% | -3.1% |
| 6M | +1.6% | +72.7% | -71.1% | -4.9% |
| YTD | +11.6% | +19.6% | -8.1% | +8.0% |
| 1Y | +10.5% | +0.3% | +10.2% | +8.9% |
| 3Y | +43.4% | +22.8% | +20.6% | +31.4% |
| 5Y | +6.8% | -50.9% | +57.7% | -3.4% |
| All | +6.8% | -48.1% | +54.9% | -3.4% |
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