+79.3%
IWF vs STZ
-50.3%
+129.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.3% | +0.1% |
| 7D | +1.5% | -7.4% | +8.9% | +2.1% |
| 30D | -1.3% | -10.9% | +9.6% | -0.5% |
| 3M | +0.1% | -13.4% | +13.6% | +1.1% |
| 6M | +10.3% | -16.2% | +26.5% | +11.5% |
| YTD | +4.2% | -10.4% | +14.6% | +3.9% |
| 1Y | +9.3% | -14.8% | +24.1% | +9.7% |
| 3Y | +79.3% | -50.1% | +129.5% | +89.2% |
| All | +79.3% | -50.3% | +129.7% | +89.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling