+4,034.6%
TMO vs IWD
+719.8%
+3,314.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.0% |
| 7D | +0.4% | -0.2% | +0.6% | +0.6% |
| 30D | +1.5% | -0.8% | +2.3% | +2.2% |
| 3M | +28.5% | +8.0% | +20.5% | +20.1% |
| 6M | +20.4% | +18.2% | +2.2% | +4.0% |
| YTD | +4.3% | +22.3% | -18.1% | -12.6% |
| 1Y | +24.1% | +28.9% | -4.8% | -0.5% |
| 3Y | +17.5% | +71.5% | -54.1% | -26.0% |
| 5Y | +6.8% | +73.6% | -66.8% | -33.1% |
| 10Y | +311.9% | +194.7% | +117.2% | +56.8% |
| All | +4,034.6% | +719.8% | +3,314.8% | +495.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling