+74.3%
IWF vs STT
+153.4%
-79.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +0.5% | +0.5% | +0.1% | +0.3% |
| 30D | -0.4% | +3.9% | -4.2% | -2.0% |
| 3M | -2.6% | +20.0% | -22.6% | -9.7% |
| 6M | +9.1% | +55.3% | -46.2% | -9.0% |
| YTD | +4.5% | +53.3% | -48.9% | -12.7% |
| 1Y | +10.1% | +74.7% | -64.6% | -13.0% |
| 3Y | +77.6% | +205.8% | -128.2% | +10.4% |
| All | +74.3% | +153.4% | -79.1% | +7.8% |
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