+201.7%
IWD vs TMF
-82.1%
+283.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.1% |
| 7D | +2.3% | -9.3% | +11.5% | +1.6% |
| 30D | +3.6% | +1.9% | +1.6% | +3.8% |
| 3M | +2.2% | -11.2% | +13.4% | +1.4% |
| 6M | +13.0% | -17.7% | +30.7% | +11.6% |
| YTD | +26.5% | -24.5% | +51.0% | +24.3% |
| 1Y | +30.1% | -29.4% | +59.6% | +27.2% |
| 3Y | +84.9% | -33.4% | +118.3% | +82.3% |
| 5Y | +73.4% | -88.7% | +162.1% | +34.4% |
| All | +201.7% | -82.1% | +283.8% | +162.7% |
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