+64.0%
IWF vs ESTC
+19.0%
+45.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.5% | -0.4% |
| 7D | -2.9% | -3.6% | +0.6% | -2.4% |
| 30D | -10.9% | -11.2% | +0.3% | -9.4% |
| 3M | -8.1% | +14.3% | -22.4% | -10.3% |
| 6M | -7.5% | +67.0% | -74.5% | -15.0% |
| YTD | -3.4% | +15.7% | -19.0% | -6.9% |
| 1Y | -5.0% | -6.3% | +1.3% | -5.7% |
| 3Y | +64.0% | +14.5% | +49.5% | +60.3% |
| All | +64.0% | +19.0% | +45.0% | +60.3% |
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