+383.3%
IWF vs STLD
+779.4%
-396.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.8% | +2.4% |
| 7D | -1.0% | -9.7% | +8.6% | +1.5% |
| 30D | -10.1% | -4.5% | -5.5% | -9.0% |
| 3M | -7.6% | -13.1% | +5.5% | -4.7% |
| 6M | -6.7% | -2.8% | -4.0% | -7.0% |
| YTD | -2.5% | +35.3% | -37.9% | -11.2% |
| 1Y | -2.1% | +51.4% | -53.4% | -13.4% |
| 3Y | +68.6% | +117.9% | -49.3% | +32.9% |
| 5Y | +55.8% | +272.6% | -216.8% | +3.6% |
| 10Y | +383.3% | +782.2% | -398.9% | +142.8% |
| All | +383.3% | +779.4% | -396.1% | +142.8% |
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