+328.6%
TMO vs IWD
+203.8%
+124.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.4% |
| 7D | -0.6% | -0.8% | +0.2% | 0.0% |
| 30D | +1.1% | -0.8% | +2.0% | +1.9% |
| 3M | +28.3% | +6.9% | +21.4% | +21.4% |
| 6M | +23.3% | +18.3% | +5.0% | +7.2% |
| YTD | +5.5% | +22.4% | -16.9% | -10.8% |
| 1Y | +24.5% | +27.4% | -2.9% | +1.9% |
| 3Y | +19.6% | +71.2% | -51.6% | -22.1% |
| 5Y | +8.1% | +75.7% | -67.6% | -30.6% |
| All | +328.6% | +203.8% | +124.8% | +78.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling