+69.3%
IWD vs TMF
-88.0%
+157.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -0.5% | +1.2% | -1.7% | -0.5% |
| 30D | +2.7% | +19.7% | -17.1% | +2.0% |
| 3M | +0.9% | -2.1% | +3.0% | +0.9% |
| 6M | +10.5% | -13.4% | +24.0% | +11.0% |
| YTD | +23.7% | -16.7% | +40.4% | +24.3% |
| 1Y | +28.7% | -23.3% | +52.1% | +29.7% |
| 3Y | +79.7% | -24.8% | +104.5% | +80.4% |
| All | +69.3% | -88.0% | +157.3% | +57.1% |
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 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