+68.6%
IWF vs STT
+177.3%
-108.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.2% | -0.3% | +1.6% |
| 7D | -1.0% | +0.9% | -2.0% | -1.3% |
| 30D | -10.1% | -2.3% | -7.8% | -9.2% |
| 3M | -7.6% | -7.5% | -0.1% | -4.8% |
| 6M | -6.7% | +14.9% | -21.6% | -12.2% |
| YTD | -2.5% | +34.9% | -37.4% | -14.7% |
| 1Y | -2.1% | +47.1% | -49.1% | -17.5% |
| 3Y | +68.6% | +179.6% | -111.0% | +12.0% |
| All | +68.6% | +177.3% | -108.7% | +12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling