+727.5%
IWF vs STZ
+2,230.0%
-1,502.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +0.5% | -1.9% | +2.5% | +1.1% |
| 30D | -0.4% | -1.9% | +1.5% | 0.0% |
| 3M | -2.6% | -6.2% | +3.6% | -1.4% |
| 6M | +9.1% | -14.0% | +23.2% | +12.7% |
| YTD | +4.5% | -5.1% | +9.6% | +4.4% |
| 1Y | +10.1% | -9.6% | +19.7% | +11.2% |
| 3Y | +77.6% | -47.2% | +124.9% | +104.7% |
| 5Y | +73.7% | -33.6% | +107.3% | +87.1% |
| 10Y | +411.5% | -9.8% | +421.3% | +390.4% |
| All | +727.5% | +2,230.0% | -1,502.4% | +227.4% |
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