+242.3%
IWF vs ESTC
+31.2%
+211.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +1.0% |
| 7D | +0.5% | -8.1% | +8.6% | +2.3% |
| 30D | -0.4% | +31.7% | -32.1% | -7.1% |
| 3M | -2.6% | +41.1% | -43.7% | -10.8% |
| 6M | +9.1% | +77.1% | -67.9% | -5.7% |
| YTD | +4.5% | +21.7% | -17.2% | -2.6% |
| 1Y | +10.1% | +8.4% | +1.7% | +4.4% |
| 3Y | +77.6% | +23.6% | +54.0% | +51.9% |
| 5Y | +73.7% | -46.5% | +120.2% | +69.2% |
| All | +242.3% | +31.2% | +211.2% | +130.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling