+444.1%
STM vs IWF
+377.5%
+66.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +1.6% |
| 7D | -7.9% | -2.9% | -5.0% | -3.4% |
| 30D | -14.1% | -10.9% | -3.3% | +1.8% |
| 3M | -17.6% | -8.1% | -9.5% | -6.0% |
| 6M | -24.2% | -7.5% | -16.7% | -12.5% |
| YTD | +73.3% | -3.4% | +76.7% | +89.7% |
| 1Y | +90.1% | -5.0% | +95.1% | +112.8% |
| 3Y | +10.3% | +64.0% | -53.7% | -40.5% |
| 5Y | -5.7% | +56.8% | -62.5% | -44.8% |
| 10Y | +444.1% | +381.2% | +62.9% | -28.1% |
| All | +444.1% | +377.5% | +66.6% | -28.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling