-4.2%
IWF vs TMF
-22.6%
+18.4%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.9% | +2.9% |
| 7D | -1.0% | +0.6% | -1.6% | -1.1% |
| 30D | -10.1% | +16.3% | -26.4% | -12.3% |
| 3M | -7.6% | -2.7% | -4.9% | -6.7% |
| 6M | -6.7% | -13.2% | +6.4% | -4.1% |
| YTD | -2.5% | -16.7% | +14.1% | +0.2% |
| All | -4.2% | -22.6% | +18.4% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling