+16.8%
STM vs IWD
+731.9%
-715.2%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -2.6% | -9.8% | -8.7% |
| 7D | -20.1% | -0.9% | -19.2% | -19.0% |
| 30D | -32.0% | +2.6% | -34.6% | -34.4% |
| 3M | -24.2% | +1.2% | -25.4% | -25.6% |
| 6M | -29.9% | +12.1% | -42.0% | -39.8% |
| YTD | +54.9% | +24.1% | +30.7% | +16.7% |
| 1Y | +68.0% | +28.5% | +39.5% | +20.8% |
| 3Y | -0.1% | +79.5% | -79.6% | -53.3% |
| 5Y | -17.9% | +70.3% | -88.2% | -57.4% |
| 10Y | +392.2% | +212.5% | +179.7% | +15.7% |
| All | +16.8% | +731.9% | -715.2% | -92.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling