+23.7%
IWM vs ESTC
-49.1%
+72.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -2.0% |
| 7D | +2.8% | +5.8% | -3.0% | +1.7% |
| 30D | +0.6% | -5.6% | +6.2% | +1.5% |
| 3M | -7.8% | +15.4% | -23.2% | -11.1% |
| 6M | -1.0% | +77.8% | -78.8% | -12.6% |
| YTD | +13.9% | +18.1% | -4.2% | +7.6% |
| 1Y | +15.4% | -3.7% | +19.1% | +13.2% |
| 3Y | +70.2% | +16.9% | +53.3% | +50.8% |
| 5Y | +23.7% | -51.2% | +74.9% | +10.8% |
| All | +23.7% | -49.1% | +72.8% | +10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling