+421.3%
IWF vs TMF
-86.2%
+507.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.5% |
| 7D | +0.5% | -0.9% | +1.4% | +0.5% |
| 30D | -1.4% | -1.0% | -0.4% | -1.4% |
| 3M | +0.4% | -11.3% | +11.7% | 0.0% |
| 6M | +8.5% | -22.7% | +31.2% | +7.2% |
| YTD | +3.7% | -17.3% | +21.0% | +2.9% |
| 1Y | +8.5% | -22.5% | +31.0% | +7.4% |
| 3Y | +78.5% | -43.2% | +121.8% | +74.7% |
| 5Y | +73.6% | -88.3% | +162.0% | +45.8% |
| 10Y | +421.3% | -86.0% | +507.3% | +379.7% |
| All | +421.3% | -86.2% | +507.5% | +379.7% |
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 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