+1,972.8%
STX vs IWF
+383.8%
+1,589.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -1.9% |
| 7D | +14.6% | +2.8% | +11.8% | +11.7% |
| 30D | -26.0% | -7.5% | -18.4% | -18.4% |
| 3M | -42.6% | -8.5% | -34.1% | -36.0% |
| 6M | -35.3% | -7.4% | -27.9% | -28.0% |
| YTD | +92.5% | -2.6% | +95.1% | +104.9% |
| 1Y | +102.4% | -1.8% | +104.2% | +114.7% |
| 3Y | +673.8% | +65.5% | +608.4% | +403.1% |
| 5Y | +463.1% | +55.8% | +407.2% | +284.1% |
| All | +1,972.8% | +383.8% | +1,589.1% | +211.3% |
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