+737.6%
IWD vs TMF
-68.9%
+806.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.6% |
| 7D | -0.3% | -1.4% | +1.2% | -0.4% |
| 30D | +0.6% | -2.8% | +3.4% | +0.3% |
| 3M | +7.2% | -10.9% | +18.1% | +5.8% |
| 6M | +16.2% | -21.3% | +37.5% | +12.9% |
| YTD | +23.3% | -15.9% | +39.2% | +21.0% |
| 1Y | +29.6% | -15.7% | +45.3% | +27.3% |
| 3Y | +70.5% | -43.4% | +113.8% | +61.6% |
| 5Y | +73.5% | -87.8% | +161.2% | +31.1% |
| 10Y | +198.3% | -86.7% | +285.1% | +148.8% |
| All | +737.6% | -68.9% | +806.5% | +841.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling