+1,967.8%
STX vs IWD
+203.8%
+1,764.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -17.3% | +1.6% | -18.8% | -18.5% |
| 30D | -35.9% | +3.6% | -39.5% | -38.3% |
| 3M | -37.3% | +2.0% | -39.4% | -38.9% |
| 6M | -35.8% | +13.1% | -48.9% | -44.5% |
| YTD | +82.7% | +26.2% | +56.5% | +40.7% |
| 1Y | +71.6% | +29.6% | +42.1% | +28.6% |
| 3Y | +635.3% | +84.3% | +550.9% | +278.3% |
| 5Y | +483.8% | +73.4% | +410.3% | +225.6% |
| 10Y | +1,967.8% | +202.4% | +1,765.3% | +519.0% |
| All | +1,967.8% | +203.8% | +1,764.0% | +519.0% |
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