+23.2%
TMO vs IWD
+27.8%
-4.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | -2.5% | -2.3% | -0.1% | -0.4% |
| 30D | -0.3% | -1.8% | +1.5% | +1.3% |
| 3M | +25.3% | +8.0% | +17.2% | +16.4% |
| 6M | +20.9% | +17.0% | +3.9% | +3.1% |
| YTD | +4.3% | +21.3% | -17.0% | -14.5% |
| All | +23.2% | +27.8% | -4.6% | -2.8% |
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