+661.5%
STM vs IWD
+198.0%
+463.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.5% | +2.9% |
| 7D | +5.8% | -0.3% | +6.1% | +6.2% |
| 30D | -1.0% | +0.6% | -1.6% | -2.0% |
| 3M | -33.3% | +7.2% | -40.5% | -39.5% |
| 6M | +57.4% | +16.2% | +41.2% | +28.4% |
| YTD | +102.2% | +23.3% | +78.9% | +52.0% |
| 1Y | +99.6% | +29.6% | +70.0% | +40.2% |
| 3Y | +14.5% | +70.5% | -55.9% | -43.5% |
| 5Y | +21.4% | +73.5% | -52.1% | -39.8% |
| All | +661.5% | +198.0% | +463.5% | +108.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling