+92.4%
IWM vs ESTC
+28.9%
+63.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.9% | -1.6% | +2.3% |
| 7D | +1.2% | -1.2% | +2.4% | +1.5% |
| 30D | +1.3% | -8.1% | +9.4% | +2.8% |
| 3M | -6.1% | +20.2% | -26.2% | -10.5% |
| 6M | -0.1% | +72.7% | -72.8% | -12.4% |
| YTD | +15.5% | +19.6% | -4.1% | +8.1% |
| 1Y | +18.1% | +0.3% | +17.8% | +14.3% |
| 3Y | +74.6% | +22.8% | +51.8% | +51.5% |
| 5Y | +24.6% | -50.9% | +75.5% | +23.8% |
| All | +92.4% | +28.9% | +63.4% | +30.6% |
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 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