+392.6%
STM vs IWD
+207.5%
+185.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +5.0% |
| 7D | -10.7% | -0.5% | -10.3% | -10.1% |
| 30D | -25.7% | +2.7% | -28.4% | -28.6% |
| 3M | -21.6% | +0.9% | -22.4% | -22.7% |
| 6M | -27.8% | +10.5% | -38.3% | -37.2% |
| YTD | +61.8% | +23.7% | +38.1% | +21.0% |
| 1Y | +78.1% | +28.7% | +49.4% | +26.0% |
| 3Y | +4.9% | +79.7% | -74.8% | -52.0% |
| 5Y | -14.3% | +69.7% | -83.9% | -56.3% |
| All | +392.6% | +207.5% | +185.1% | +43.7% |
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