+413.4%
IWF vs STZ
-11.3%
+424.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.1% |
| 7D | -0.9% | -4.5% | +3.5% | +0.3% |
| 30D | -1.7% | -8.6% | +6.9% | +0.7% |
| 3M | +0.7% | -13.8% | +14.4% | +4.6% |
| 6M | +8.6% | -17.2% | +25.7% | +13.6% |
| YTD | +3.5% | -9.4% | +12.9% | +4.4% |
| 1Y | +7.0% | -11.9% | +18.9% | +8.6% |
| 3Y | +76.3% | -49.6% | +125.9% | +112.2% |
| 5Y | +74.8% | -37.2% | +111.9% | +92.8% |
| All | +413.4% | -11.3% | +424.8% | +394.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling