+92.8%
IWM vs ESTC
+24.7%
+68.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -0.3% | -2.6% | +2.3% | +0.2% |
| 30D | +1.9% | -8.6% | +10.5% | +3.5% |
| 3M | -5.7% | +14.4% | -20.1% | -9.3% |
| 6M | -0.3% | +73.3% | -73.6% | -12.6% |
| YTD | +15.8% | +15.7% | 0.0% | +9.1% |
| 1Y | +17.1% | -7.6% | +24.7% | +15.2% |
| 3Y | +73.1% | +14.6% | +58.5% | +52.4% |
| 5Y | +25.9% | -50.0% | +75.9% | +24.4% |
| All | +92.8% | +24.7% | +68.0% | +31.7% |
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