+409.4%
IWF vs STT
+267.9%
+141.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -1.7% | -1.4% | -0.3% | -1.2% |
| 30D | -1.8% | +2.2% | -4.0% | -2.7% |
| 3M | +1.5% | +18.8% | -17.4% | -4.9% |
| 6M | +7.7% | +57.9% | -50.2% | -9.1% |
| YTD | +2.7% | +51.0% | -48.3% | -12.1% |
| 1Y | +6.8% | +77.1% | -70.4% | -13.9% |
| 3Y | +76.9% | +199.8% | -123.0% | +16.8% |
| 5Y | +73.4% | +156.0% | -82.6% | +17.3% |
| All | +409.4% | +267.9% | +141.6% | +189.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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