+665.3%
IWF vs STZ
+2,566.1%
-1,900.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.9% | +5.3% | -8.3% | -4.3% |
| 30D | -10.9% | +19.6% | -30.5% | -15.2% |
| 3M | -8.1% | +10.0% | -18.0% | -10.9% |
| 6M | -7.5% | -0.3% | -7.3% | -8.4% |
| YTD | -3.4% | +8.6% | -11.9% | -7.2% |
| 1Y | -5.0% | +16.6% | -21.6% | -10.7% |
| 3Y | +64.0% | -34.8% | +98.8% | +77.7% |
| 5Y | +56.8% | -27.8% | +84.6% | +64.6% |
| 10Y | +381.2% | +12.5% | +368.7% | +334.1% |
| All | +665.3% | +2,566.1% | -1,900.8% | +190.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling