+22.5%
STM vs IWF
+73.3%
-50.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.1% |
| 7D | +5.2% | +1.5% | +3.7% | +3.1% |
| 30D | -7.4% | -1.3% | -6.1% | -5.6% |
| 3M | -30.6% | +0.1% | -30.8% | -29.6% |
| 6M | +66.4% | +10.3% | +56.1% | +49.8% |
| YTD | +101.1% | +4.2% | +97.0% | +95.8% |
| 1Y | +97.4% | +9.3% | +88.1% | +80.1% |
| 3Y | +21.1% | +79.3% | -58.2% | -41.4% |
| 5Y | +22.5% | +73.8% | -51.3% | -37.3% |
| All | +22.5% | +73.3% | -50.9% | -37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling