+665.3%
IWF vs STT
+419.9%
+245.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -2.9% | +1.1% | -4.0% | -3.2% |
| 30D | -10.9% | -1.9% | -9.0% | -10.3% |
| 3M | -8.1% | -7.6% | -0.5% | -5.9% |
| 6M | -7.5% | +16.0% | -23.5% | -11.7% |
| YTD | -3.4% | +36.2% | -39.6% | -12.4% |
| 1Y | -5.0% | +46.8% | -51.8% | -15.8% |
| 3Y | +64.0% | +177.8% | -113.8% | +19.1% |
| 5Y | +56.8% | +105.8% | -49.1% | +21.8% |
| 10Y | +381.2% | +197.6% | +183.6% | +216.3% |
| All | +665.3% | +419.9% | +245.3% | +195.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling