+8.5%
IWF vs STZ
-14.3%
+22.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -0.9% | -0.4% |
| 7D | +0.5% | -6.0% | +6.6% | +0.2% |
| 30D | -1.4% | -8.9% | +7.5% | -1.8% |
| 3M | +0.4% | -12.6% | +13.0% | -0.2% |
| 6M | +8.5% | -17.2% | +25.7% | +7.6% |
| YTD | +3.7% | -10.0% | +13.7% | +2.2% |
| 1Y | +8.5% | -14.3% | +22.8% | +6.9% |
| All | +8.5% | -14.3% | +22.8% | +6.9% |
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