+650.0%
IWF vs STLD
+14,178.9%
-13,528.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | -5.0% | -11.1% | +6.1% | -2.3% |
| 30D | -13.2% | -4.8% | -8.4% | -12.2% |
| 3M | -9.4% | -14.6% | +5.1% | -6.3% |
| 6M | -8.6% | -7.4% | -1.2% | -7.7% |
| YTD | -5.3% | +32.6% | -37.9% | -12.8% |
| 1Y | -5.0% | +47.3% | -52.3% | -14.7% |
| 3Y | +64.6% | +107.5% | -42.9% | +33.5% |
| 5Y | +50.8% | +268.8% | -218.1% | +3.5% |
| 10Y | +385.7% | +883.3% | -497.6% | +143.9% |
| All | +650.0% | +14,178.9% | -13,528.8% | +61.1% |
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