+387.3%
IWF vs STT
+198.3%
+189.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +2.8% | +4.8% | -2.0% | +1.1% |
| 30D | -7.5% | +3.9% | -11.5% | -8.8% |
| 3M | -8.5% | -8.2% | -0.3% | -5.7% |
| 6M | -7.4% | +15.6% | -23.0% | -12.4% |
| YTD | -2.6% | +37.6% | -40.3% | -13.8% |
| 1Y | -1.8% | +50.1% | -52.0% | -15.9% |
| 3Y | +65.5% | +183.1% | -117.6% | +11.6% |
| 5Y | +55.8% | +104.8% | -49.0% | +13.9% |
| All | +387.3% | +198.3% | +189.0% | +201.2% |
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