+239.7%
IWF vs ESTC
+23.7%
+216.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | 0.0% |
| 7D | +0.5% | -3.3% | +3.9% | +1.2% |
| 30D | -1.4% | +13.4% | -14.8% | -4.9% |
| 3M | +0.4% | +41.3% | -40.9% | -8.1% |
| 6M | +8.5% | +62.6% | -54.1% | -4.6% |
| YTD | +3.7% | +14.8% | -11.1% | -2.2% |
| 1Y | +8.5% | -5.1% | +13.5% | +6.1% |
| 3Y | +78.5% | +11.2% | +67.4% | +56.6% |
| 5Y | +73.6% | -47.0% | +120.6% | +69.2% |
| All | +239.7% | +23.7% | +216.0% | +131.7% |
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