+25.8%
TMO vs IWD
+30.5%
-4.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.2% |
| 7D | -1.4% | -0.3% | -1.1% | -1.1% |
| 30D | +6.2% | +0.6% | +5.6% | +5.7% |
| 3M | +27.5% | +7.2% | +20.2% | +19.4% |
| 6M | +20.0% | +16.2% | +3.8% | +2.9% |
| YTD | +6.1% | +23.3% | -17.2% | -14.8% |
| 1Y | +25.8% | +29.6% | -3.7% | -5.5% |
| All | +25.8% | +30.5% | -4.6% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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