+392.2%
IWF vs STLD
+802.0%
-409.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.2% | +1.1% | +2.0% |
| 7D | -1.1% | -0.5% | -0.6% | -1.0% |
| 30D | -8.3% | -0.1% | -8.2% | -8.3% |
| 3M | -5.6% | -9.2% | +3.6% | -3.6% |
| 6M | -5.4% | +1.8% | -7.2% | -6.7% |
| YTD | -1.2% | +42.1% | -43.3% | -11.1% |
| 1Y | -2.7% | +58.5% | -61.2% | -15.0% |
| 3Y | +67.8% | +128.2% | -60.5% | +30.6% |
| 5Y | +60.1% | +288.2% | -228.1% | +5.3% |
| 10Y | +392.2% | +799.8% | -407.6% | +144.5% |
| All | +392.2% | +802.0% | -409.9% | +144.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling