+99.6%
STM vs IWF
+10.9%
+88.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +5.8% | +0.5% | +5.3% | +4.8% |
| 30D | -1.0% | -0.4% | -0.6% | -0.1% |
| 3M | -33.3% | -2.6% | -30.6% | -29.3% |
| 6M | +57.4% | +9.1% | +48.2% | +40.2% |
| YTD | +102.2% | +4.5% | +97.7% | +90.3% |
| 1Y | +99.6% | +10.1% | +89.5% | +81.3% |
| All | +99.6% | +10.9% | +88.7% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling