+3,621.5%
STX vs IWF
+412.6%
+3,208.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -1.6% |
| 7D | +9.6% | +0.5% | +9.0% | +8.9% |
| 30D | +10.6% | -1.4% | +12.0% | +12.4% |
| 3M | +4.8% | +0.4% | +4.3% | +5.2% |
| 6M | +137.3% | +8.5% | +128.8% | +122.1% |
| YTD | +222.5% | +3.7% | +218.8% | +216.4% |
| 1Y | +366.2% | +8.5% | +357.8% | +341.2% |
| 3Y | +1,352.9% | +78.5% | +1,274.4% | +756.8% |
| 5Y | +1,077.4% | +73.6% | +1,003.8% | +608.2% |
| 10Y | +3,621.5% | +421.3% | +3,200.2% | +456.4% |
| All | +3,621.5% | +412.6% | +3,208.9% | +456.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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