+1,464.7%
IWF vs TMF
-68.9%
+1,533.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | +0.5% | -1.4% | +2.0% | +0.4% |
| 30D | -0.4% | -2.8% | +2.4% | -0.6% |
| 3M | -2.6% | -10.9% | +8.3% | -3.7% |
| 6M | +9.1% | -21.3% | +30.5% | +6.6% |
| YTD | +4.5% | -15.9% | +20.4% | +2.8% |
| 1Y | +10.1% | -15.7% | +25.8% | +8.5% |
| 3Y | +77.6% | -43.4% | +121.0% | +70.3% |
| 5Y | +73.7% | -87.8% | +161.5% | +38.1% |
| 10Y | +411.5% | -86.7% | +498.3% | +341.0% |
| All | +1,464.7% | -68.9% | +1,533.6% | +1,694.9% |
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