+202.4%
IWD vs TMF
-82.2%
+284.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | -0.2% |
| 7D | +1.6% | -1.1% | +2.6% | +1.5% |
| 30D | +3.6% | +11.8% | -8.2% | +4.4% |
| 3M | +2.0% | -4.0% | +6.1% | +1.8% |
| 6M | +13.1% | -16.5% | +29.6% | +11.7% |
| YTD | +26.2% | -19.9% | +46.1% | +24.4% |
| 1Y | +29.6% | -25.6% | +55.1% | +27.1% |
| 3Y | +84.3% | -29.9% | +114.2% | +82.3% |
| 5Y | +73.4% | -88.2% | +161.7% | +34.5% |
| 10Y | +202.4% | -81.7% | +284.2% | +164.1% |
| All | +202.4% | -82.2% | +284.7% | +164.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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