+63.9%
IYR vs ESTC
+28.9%
+35.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.9% | -3.3% | +1.0% |
| 7D | +2.3% | -1.2% | +3.4% | +2.4% |
| 30D | +7.4% | -8.1% | +15.5% | +8.2% |
| 3M | -0.7% | +20.2% | -20.9% | -3.5% |
| 6M | +1.6% | +72.7% | -71.1% | -6.0% |
| YTD | +11.6% | +19.6% | -8.1% | +7.2% |
| 1Y | +10.5% | +0.3% | +10.2% | +8.4% |
| 3Y | +43.4% | +22.8% | +20.6% | +30.3% |
| 5Y | +6.8% | -50.9% | +57.7% | +5.0% |
| All | +63.9% | +28.9% | +35.0% | +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 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