+73.8%
IWF vs STZ
-36.5%
+110.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.3% | +0.8% |
| 7D | +1.5% | -7.4% | +8.9% | +3.0% |
| 30D | -1.3% | -10.9% | +9.6% | +0.9% |
| 3M | +0.1% | -13.4% | +13.6% | +2.8% |
| 6M | +10.3% | -16.2% | +26.5% | +13.5% |
| YTD | +4.2% | -10.4% | +14.6% | +4.5% |
| 1Y | +9.3% | -14.8% | +24.1% | +11.0% |
| 3Y | +79.3% | -50.1% | +129.5% | +113.8% |
| 5Y | +73.8% | -38.8% | +112.6% | +86.9% |
| All | +73.8% | -36.5% | +110.3% | +86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling