+16,011.1%
STX vs IWF
+1,592.8%
+14,418.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.4% | +6.4% |
| 7D | +2.4% | +0.5% | +1.8% | +1.7% |
| 30D | +1.4% | -0.4% | +1.8% | +2.0% |
| 3M | -8.2% | -2.6% | -5.6% | -4.3% |
| 6M | +127.0% | +9.1% | +117.9% | +108.9% |
| YTD | +209.1% | +4.5% | +204.7% | +199.5% |
| 1Y | +365.4% | +10.1% | +355.3% | +328.7% |
| 3Y | +1,135.4% | +77.6% | +1,057.8% | +559.5% |
| 5Y | +991.5% | +73.7% | +917.8% | +490.5% |
| 10Y | +3,695.8% | +411.5% | +3,284.3% | +421.9% |
| All | +16,011.1% | +1,592.8% | +14,418.3% | +455.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling