+1,972.8%
STX vs IWD
+203.0%
+1,769.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.3% |
| 7D | +14.6% | +2.3% | +12.3% | +11.9% |
| 30D | -26.0% | +3.6% | -29.5% | -28.6% |
| 3M | -42.6% | +2.2% | -44.8% | -44.1% |
| 6M | -35.3% | +13.0% | -48.2% | -44.0% |
| YTD | +92.5% | +26.5% | +65.9% | +47.8% |
| 1Y | +102.4% | +30.1% | +72.3% | +50.8% |
| 3Y | +673.8% | +84.9% | +589.0% | +297.0% |
| 5Y | +463.1% | +73.4% | +389.7% | +214.2% |
| All | +1,972.8% | +203.0% | +1,769.8% | +501.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling