+383.3%
IWF vs TMF
-83.0%
+466.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.9% | +2.9% |
| 7D | -1.0% | +0.6% | -1.6% | -1.0% |
| 30D | -10.1% | +16.3% | -26.4% | -9.5% |
| 3M | -7.6% | -2.7% | -4.9% | -7.7% |
| 6M | -6.7% | -13.2% | +6.4% | -7.2% |
| YTD | -2.5% | -16.7% | +14.1% | -3.2% |
| 1Y | -2.1% | -22.7% | +20.7% | -3.1% |
| 3Y | +68.6% | -26.1% | +94.7% | +67.9% |
| 5Y | +55.8% | -88.4% | +144.2% | +29.9% |
| 10Y | +383.3% | -81.8% | +465.1% | +351.6% |
| All | +383.3% | -83.0% | +466.3% | +351.6% |
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