+30.2%
STM vs IWF
+671.5%
-641.3%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.9% | +3.8% | +2.5% |
| 7D | -5.6% | -1.0% | -4.5% | -3.5% |
| 30D | -14.4% | -10.1% | -4.4% | +0.9% |
| 3M | -20.5% | -7.6% | -12.9% | -9.5% |
| 6M | -24.5% | -6.7% | -17.8% | -13.4% |
| YTD | +72.7% | -2.5% | +75.2% | +87.1% |
| 1Y | +91.0% | -2.1% | +93.1% | +105.2% |
| 3Y | +13.5% | +68.6% | -55.1% | -43.8% |
| 5Y | -9.2% | +55.8% | -65.0% | -49.0% |
| 10Y | +422.5% | +383.3% | +39.3% | -41.9% |
| All | +30.2% | +671.5% | -641.3% | -90.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling