+66.5%
STX vs IWD
+28.1%
+38.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.6% |
| 7D | -28.5% | -0.5% | -28.0% | -27.3% |
| 30D | -42.9% | +2.7% | -45.6% | -44.7% |
| 3M | -45.9% | +0.9% | -46.8% | -46.6% |
| 6M | -41.3% | +10.5% | -51.8% | -54.1% |
| YTD | +67.9% | +23.7% | +44.2% | -1.9% |
| 1Y | +66.5% | +28.7% | +37.8% | -11.4% |
| All | +66.5% | +28.1% | +38.4% | -11.4% |
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