-1.8%
IWF vs STZ
+15.6%
-17.4%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.0% |
| 7D | +2.8% | +2.6% | +0.2% | +3.1% |
| 30D | -7.5% | +15.2% | -22.7% | -6.1% |
| 3M | -8.5% | +7.6% | -16.1% | -7.3% |
| 6M | -7.4% | +5.3% | -12.7% | -6.3% |
| YTD | -2.6% | +8.6% | -11.3% | -2.0% |
| 1Y | -1.8% | +15.6% | -17.4% | -1.0% |
| All | -1.8% | +15.6% | -17.4% | -1.0% |
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