+16,011.1%
STX vs IWD
+848.8%
+15,162.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.0% | +7.1% |
| 7D | +2.4% | -0.3% | +2.6% | +2.6% |
| 30D | +1.4% | +0.6% | +0.8% | +0.4% |
| 3M | -8.2% | +7.2% | -15.4% | -15.5% |
| 6M | +127.0% | +16.2% | +110.8% | +92.5% |
| YTD | +209.1% | +23.3% | +185.8% | +146.4% |
| 1Y | +365.4% | +29.6% | +335.9% | +251.7% |
| 3Y | +1,135.4% | +70.5% | +1,064.9% | +600.1% |
| 5Y | +991.5% | +73.5% | +918.0% | +519.0% |
| 10Y | +3,695.8% | +198.3% | +3,497.5% | +1,096.6% |
| All | +16,011.1% | +848.8% | +15,162.2% | +1,423.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling