+102.4%
STX vs IWD
+28.9%
+73.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.5% |
| 7D | +14.6% | +2.3% | +12.3% | +10.8% |
| 30D | -26.0% | +3.6% | -29.5% | -29.1% |
| 3M | -42.6% | +2.2% | -44.8% | -44.1% |
| 6M | -35.3% | +13.0% | -48.2% | -50.7% |
| YTD | +92.5% | +26.5% | +65.9% | +11.0% |
| 1Y | +102.4% | +30.1% | +72.3% | +9.5% |
| All | +102.4% | +28.9% | +73.5% | +9.5% |
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