+2,108.4%
STX vs IWD
+205.2%
+1,903.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.4% | +9.5% | +9.5% |
| 7D | -1.0% | -0.6% | -0.4% | +0.4% |
| 30D | -26.8% | +3.6% | -30.4% | -29.4% |
| 3M | -32.7% | +2.7% | -35.4% | -34.8% |
| 6M | -33.7% | +13.2% | -47.0% | -42.8% |
| YTD | +101.0% | +26.8% | +74.2% | +54.0% |
| 1Y | +92.7% | +29.3% | +63.4% | +44.8% |
| 3Y | +708.7% | +85.1% | +623.6% | +314.1% |
| 5Y | +504.0% | +74.2% | +429.8% | +235.3% |
| 10Y | +2,108.4% | +204.6% | +1,903.8% | +532.0% |
| All | +2,108.4% | +205.2% | +1,903.1% | +532.0% |
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