+123.8%
STX vs IWD
+33.0%
+90.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.6% | -10.7% | -11.7% |
| 7D | -20.2% | +2.5% | -22.7% | -23.1% |
| 30D | -37.2% | +6.0% | -43.2% | -42.7% |
| 3M | -34.1% | +3.8% | -37.8% | -38.2% |
| 6M | -24.5% | +16.3% | -40.8% | -47.4% |
| YTD | +102.9% | +27.5% | +75.5% | +10.9% |
| 1Y | +123.8% | +32.8% | +91.0% | +10.1% |
| All | +123.8% | +33.0% | +90.8% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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