+2,108.4%
STX vs IWF
+392.3%
+1,716.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +2.3% | +7.7% | +7.6% |
| 7D | -1.0% | -1.1% | +0.1% | +1.3% |
| 30D | -26.8% | -8.3% | -18.5% | -18.6% |
| 3M | -32.7% | -5.6% | -27.1% | -27.3% |
| 6M | -33.7% | -5.4% | -28.3% | -27.9% |
| YTD | +101.0% | -1.2% | +102.2% | +110.6% |
| 1Y | +92.7% | -2.7% | +95.3% | +106.0% |
| 3Y | +708.7% | +67.8% | +640.9% | +418.1% |
| 5Y | +504.0% | +60.1% | +443.9% | +301.2% |
| 10Y | +2,108.4% | +392.2% | +1,716.2% | +243.6% |
| All | +2,108.4% | +392.3% | +1,716.1% | +243.6% |
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