+33.1%
ITW vs ESTC
+14.8%
+18.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.3% |
| 7D | +2.3% | +2.4% | -0.1% | +2.2% |
| 30D | +6.7% | -4.2% | +10.9% | +6.8% |
| 3M | -0.5% | +2.5% | -3.0% | -0.8% |
| 6M | +16.4% | +81.5% | -65.1% | +13.0% |
| YTD | +19.0% | +16.8% | +2.1% | +18.2% |
| 1Y | +20.2% | -3.5% | +23.7% | +21.0% |
| 3Y | +33.1% | +17.7% | +15.4% | +31.5% |
| All | +33.1% | +14.8% | +18.3% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling