+394.6%
IWF vs STZ
+12.2%
+382.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.2% | +2.5% |
| 7D | -1.1% | -0.9% | -0.1% | -0.8% |
| 30D | -8.3% | +14.9% | -23.2% | -12.1% |
| 3M | -5.6% | +8.4% | -14.0% | -8.3% |
| 6M | -5.4% | +2.8% | -8.2% | -7.1% |
| YTD | -1.2% | +7.5% | -8.7% | -5.5% |
| 1Y | -2.6% | +12.5% | -15.2% | -8.5% |
| 3Y | +67.8% | -35.4% | +103.2% | +86.3% |
| 5Y | +60.1% | -29.3% | +89.4% | +70.8% |
| All | +394.6% | +12.2% | +382.4% | +347.5% |
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