+25.0%
IWM vs ESTC
+0.7%
+24.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | -0.3% |
| 7D | +1.4% | -4.3% | +5.7% | +1.6% |
| 30D | -2.3% | +17.7% | -20.0% | -3.2% |
| 3M | +4.0% | +42.3% | -38.3% | +1.9% |
| 6M | +17.9% | +64.6% | -46.6% | +14.7% |
| YTD | +20.2% | +17.2% | +3.0% | +18.4% |
| 1Y | +25.0% | -4.2% | +29.2% | +27.7% |
| All | +25.0% | +0.7% | +24.2% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling