+21.7%
STM vs IWF
+81.4%
-59.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +5.8% | +0.5% | +5.3% | +5.0% |
| 30D | -1.0% | -0.4% | -0.6% | -0.2% |
| 3M | -33.3% | -2.6% | -30.6% | -29.4% |
| 6M | +57.4% | +9.1% | +48.2% | +43.1% |
| YTD | +102.2% | +4.5% | +97.7% | +95.3% |
| 1Y | +99.6% | +10.1% | +89.5% | +79.5% |
| All | +21.7% | +81.4% | -59.8% | -38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling