+18.8%
TMO vs IWD
+69.9%
-51.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +1.1% |
| 7D | -0.5% | -1.2% | +0.7% | +0.8% |
| 30D | +1.0% | -1.6% | +2.6% | +2.8% |
| 3M | +22.7% | +7.0% | +15.7% | +13.7% |
| 6M | +19.0% | +17.0% | +2.0% | -0.3% |
| YTD | +4.7% | +21.6% | -16.9% | -16.1% |
| 1Y | +26.0% | +28.0% | -2.0% | -4.8% |
| All | +18.8% | +69.9% | -51.1% | -36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling