+205.0%
IWD vs TMF
-83.0%
+288.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +1.3% | +0.6% | +0.7% | +1.3% |
| 30D | +3.6% | +16.3% | -12.7% | +4.7% |
| 3M | +2.3% | -2.7% | +5.0% | +2.2% |
| 6M | +13.0% | -13.2% | +26.2% | +12.0% |
| YTD | +26.2% | -16.7% | +42.9% | +24.7% |
| 1Y | +30.5% | -22.7% | +53.2% | +28.2% |
| 3Y | +86.2% | -26.1% | +112.3% | +84.9% |
| 5Y | +72.9% | -88.4% | +161.3% | +32.9% |
| 10Y | +205.0% | -81.8% | +286.9% | +166.6% |
| All | +205.0% | -83.0% | +288.0% | +166.6% |
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