+61.1%
IYR vs ESTC
+31.2%
+29.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | -0.2% |
| 7D | -1.2% | -8.1% | +6.9% | -0.3% |
| 30D | -2.9% | +31.7% | -34.5% | -6.4% |
| 3M | +0.8% | +41.1% | -40.2% | -3.9% |
| 6M | +1.9% | +77.1% | -75.2% | -6.1% |
| YTD | +9.6% | +21.7% | -12.1% | +5.5% |
| 1Y | +8.1% | +8.4% | -0.3% | +5.0% |
| 3Y | +29.2% | +23.6% | +5.6% | +17.4% |
| 5Y | +4.3% | -46.5% | +50.8% | +1.3% |
| All | +61.1% | +31.2% | +29.9% | +19.8% |
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