+86.3%
IWM vs ESTC
+23.0%
+63.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.5% |
| 7D | -2.0% | -11.5% | +9.5% | +0.3% |
| 30D | -1.5% | -7.5% | +6.1% | -0.1% |
| 3M | -8.0% | +23.1% | -31.1% | -12.8% |
| 6M | -4.1% | +75.3% | -79.4% | -16.2% |
| YTD | +11.9% | +14.1% | -2.2% | +5.7% |
| 1Y | +15.0% | -0.6% | +15.6% | +11.3% |
| 3Y | +64.2% | +20.8% | +43.4% | +42.6% |
| 5Y | +20.4% | -48.8% | +69.1% | +18.0% |
| All | +86.3% | +23.0% | +63.4% | +27.7% |
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