-1.3%
IWF vs STLD
+59.7%
-60.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.4% | +0.8% |
| 7D | -4.2% | -3.9% | -0.2% | -3.7% |
| 30D | -8.1% | -0.4% | -7.8% | -8.1% |
| 3M | -5.1% | -9.2% | +4.1% | -4.1% |
| 6M | -1.4% | +5.0% | -6.4% | -3.1% |
| YTD | -0.1% | +42.8% | -42.9% | -7.5% |
| 1Y | -1.3% | +60.1% | -61.3% | -13.3% |
| All | -1.3% | +59.7% | -60.9% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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