+73.8%
IWF vs ESTC
-47.2%
+121.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | +0.4% |
| 7D | +1.5% | -4.3% | +5.8% | +2.3% |
| 30D | -1.3% | +17.7% | -19.0% | -5.2% |
| 3M | +0.1% | +42.3% | -42.2% | -7.8% |
| 6M | +10.3% | +64.6% | -54.3% | -2.1% |
| YTD | +4.2% | +17.2% | -13.1% | -1.5% |
| 1Y | +9.3% | -4.2% | +13.5% | +7.2% |
| 3Y | +79.3% | +13.5% | +65.8% | +58.2% |
| 5Y | +73.8% | -45.5% | +119.3% | +61.7% |
| All | +73.8% | -47.2% | +121.0% | +61.7% |
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