+74.2%
IWD vs TMF
-88.3%
+162.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | -0.6% | -3.4% | +2.8% | -0.4% |
| 30D | +3.6% | +11.5% | -7.9% | +3.2% |
| 3M | +2.7% | -4.5% | +7.2% | +2.8% |
| 6M | +13.2% | -15.0% | +28.2% | +13.8% |
| YTD | +26.8% | -19.9% | +46.6% | +27.6% |
| 1Y | +29.3% | -26.6% | +55.8% | +30.4% |
| 3Y | +85.1% | -29.8% | +115.0% | +86.2% |
| 5Y | +74.2% | -88.2% | +162.4% | +61.4% |
| All | +74.2% | -88.3% | +162.5% | +61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling