+55.8%
IWF vs STT
+107.7%
-51.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.7% |
| 6M | -6.7% | +14.9% | -21.6% | -12.1% |
| YTD | -2.5% | +34.9% | -37.4% | -14.4% |
| 1Y | -2.1% | +47.1% | -49.1% | -17.1% |
| 3Y | +68.6% | +179.6% | -111.0% | +8.0% |
| 5Y | +55.8% | +107.1% | -51.3% | +5.7% |
| All | +55.8% | +107.7% | -51.9% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling