+56.8%
IWF vs ESTC
-52.1%
+108.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.5% | -0.2% |
| 7D | -2.9% | -3.6% | +0.6% | -2.2% |
| 30D | -10.9% | -11.2% | +0.3% | -8.9% |
| 3M | -8.1% | +14.3% | -22.4% | -11.4% |
| 6M | -7.5% | +67.0% | -74.5% | -18.0% |
| YTD | -3.4% | +15.7% | -19.0% | -8.6% |
| 1Y | -5.0% | -6.3% | +1.3% | -6.4% |
| 3Y | +64.0% | +14.5% | +49.5% | +44.5% |
| 5Y | +56.8% | -49.9% | +106.6% | +45.7% |
| All | +56.8% | -52.1% | +108.8% | +45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling