+727.5%
IWF vs STLD
+15,369.2%
-14,641.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.4% |
| 7D | +0.5% | +3.1% | -2.6% | -0.3% |
| 30D | -0.4% | -9.0% | +8.6% | +1.7% |
| 3M | -2.6% | -12.4% | +9.8% | -0.1% |
| 6M | +9.1% | +25.5% | -16.4% | +2.4% |
| YTD | +4.5% | +43.6% | -39.1% | -5.4% |
| 1Y | +10.1% | +87.2% | -77.1% | -6.8% |
| 3Y | +77.6% | +135.2% | -57.6% | +39.8% |
| 5Y | +73.7% | +290.9% | -217.2% | +17.4% |
| 10Y | +411.5% | +1,113.5% | -701.9% | +144.3% |
| All | +727.5% | +15,369.2% | -14,641.6% | +74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling