+465.1%
STM vs IWD
+203.0%
+262.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.3% |
| 7D | +12.0% | +2.3% | +9.7% | +8.5% |
| 30D | -0.4% | +3.6% | -3.9% | -5.2% |
| 3M | -13.2% | +2.2% | -15.3% | -15.9% |
| 6M | -26.1% | +13.0% | -39.0% | -37.7% |
| YTD | +81.2% | +26.5% | +54.7% | +31.2% |
| 1Y | +98.3% | +30.1% | +68.2% | +38.2% |
| 3Y | +16.7% | +84.9% | -68.1% | -48.7% |
| 5Y | -4.8% | +73.4% | -78.2% | -53.0% |
| All | +465.1% | +203.0% | +262.0% | +49.2% |
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