-1.3%
IWF vs STZ
+14.7%
-16.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.3% | -4.9% | +1.0% |
| 7D | -4.2% | +13.0% | -17.1% | -2.8% |
| 30D | -8.1% | +29.4% | -37.6% | -6.0% |
| 3M | -5.1% | +11.6% | -16.7% | -3.7% |
| 6M | -1.4% | -0.2% | -1.2% | -0.5% |
| YTD | -0.1% | +8.6% | -8.6% | -0.1% |
| 1Y | -1.3% | +15.9% | -17.2% | -1.5% |
| All | -1.3% | +14.7% | -16.0% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling