+223.8%
IWF vs ESTC
+24.7%
+199.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | -1.1% | -2.6% | +1.6% | -0.5% |
| 30D | -8.3% | -8.6% | +0.3% | -6.6% |
| 3M | -5.6% | +14.4% | -19.9% | -9.3% |
| 6M | -5.4% | +73.3% | -78.7% | -17.8% |
| YTD | -1.2% | +15.7% | -16.9% | -7.1% |
| 1Y | -2.7% | -7.6% | +4.9% | -4.1% |
| 3Y | +67.8% | +14.6% | +53.2% | +46.3% |
| 5Y | +60.1% | -50.0% | +110.1% | +58.5% |
| All | +223.8% | +24.7% | +199.1% | +119.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling