+138.9%
IWD vs ESTC
+31.2%
+107.8%
-38.5%
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% | -0.1% |
| 7D | -0.3% | -8.1% | +7.8% | +0.7% |
| 30D | +0.6% | +31.7% | -31.1% | -3.1% |
| 3M | +7.2% | +41.1% | -33.8% | +2.3% |
| 6M | +16.2% | +77.1% | -60.9% | +7.3% |
| YTD | +23.3% | +21.7% | +1.6% | +18.7% |
| 1Y | +29.6% | +8.4% | +21.2% | +26.0% |
| 3Y | +70.5% | +23.6% | +46.8% | +55.8% |
| 5Y | +73.5% | -46.5% | +119.9% | +70.3% |
| All | +138.9% | +31.2% | +107.8% | +76.1% |
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