+50.7%
IWF vs TMF
-88.0%
+138.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | -5.0% | +1.2% | -6.2% | -5.0% |
| 30D | -13.2% | +19.7% | -32.9% | -13.8% |
| 3M | -9.4% | -2.1% | -7.3% | -9.4% |
| 6M | -8.6% | -13.4% | +4.9% | -8.2% |
| YTD | -5.3% | -16.7% | +11.4% | -4.8% |
| 1Y | -5.0% | -23.3% | +18.4% | -4.3% |
| 3Y | +64.6% | -24.8% | +89.5% | +64.5% |
| All | +50.7% | -88.0% | +138.6% | +40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling