+9,423.5%
STX vs IWF
+1,465.4%
+7,958.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | +0.1% |
| 7D | -17.3% | -2.9% | -14.4% | -13.6% |
| 30D | -35.9% | -10.9% | -25.1% | -25.6% |
| 3M | -37.3% | -8.1% | -29.2% | -29.7% |
| 6M | -35.8% | -7.5% | -28.3% | -27.8% |
| YTD | +82.7% | -3.4% | +86.1% | +96.9% |
| 1Y | +71.6% | -5.0% | +76.6% | +89.6% |
| 3Y | +635.3% | +64.0% | +571.2% | +338.1% |
| 5Y | +483.8% | +56.8% | +427.0% | +261.7% |
| 10Y | +1,967.8% | +381.2% | +1,586.6% | +209.2% |
| All | +9,423.5% | +1,465.4% | +7,958.1% | +265.3% |
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 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