+422.5%
STM vs IWD
+212.1%
+210.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.0% | +4.8% | +3.8% |
| 7D | -5.6% | +1.3% | -6.8% | -7.2% |
| 30D | -14.4% | +3.6% | -18.0% | -18.6% |
| 3M | -20.5% | +2.3% | -22.8% | -23.2% |
| 6M | -24.5% | +13.0% | -37.5% | -36.4% |
| YTD | +72.7% | +26.2% | +46.5% | +25.6% |
| 1Y | +91.0% | +30.5% | +60.6% | +32.7% |
| 3Y | +13.5% | +86.2% | -72.7% | -50.6% |
| 5Y | -9.2% | +72.9% | -82.1% | -54.9% |
| 10Y | +422.5% | +205.0% | +217.5% | +45.7% |
| All | +422.5% | +212.1% | +210.5% | +45.7% |
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