+79.7%
IWD vs ESTC
+18.0%
+61.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.5% |
| 7D | -0.5% | -11.5% | +11.0% | +0.3% |
| 30D | +2.7% | -7.5% | +10.2% | +3.1% |
| 3M | +0.9% | +23.1% | -22.2% | -0.8% |
| 6M | +10.5% | +75.3% | -64.7% | +5.8% |
| YTD | +23.7% | +14.1% | +9.6% | +21.9% |
| 1Y | +28.7% | -0.6% | +29.3% | +28.0% |
| 3Y | +79.7% | +20.8% | +58.9% | +75.2% |
| All | +79.7% | +18.0% | +61.7% | +75.2% |
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