+743.1%
IWD vs TMF
-69.1%
+812.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.5% |
| 7D | -0.9% | +2.7% | -3.6% | -0.6% |
| 30D | +2.6% | +19.3% | -16.7% | +4.9% |
| 3M | +1.2% | -3.7% | +4.9% | +0.9% |
| 6M | +12.1% | -11.3% | +23.4% | +10.6% |
| YTD | +24.1% | -16.6% | +40.7% | +21.7% |
| 1Y | +28.5% | -21.1% | +49.6% | +25.1% |
| 3Y | +79.5% | -26.8% | +106.3% | +76.4% |
| 5Y | +70.3% | -88.0% | +158.3% | +28.0% |
| 10Y | +212.5% | -84.7% | +297.2% | +167.7% |
| All | +743.1% | -69.1% | +812.3% | +846.7% |
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 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