+6.9%
TMO vs IWD
+72.1%
-65.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.1% |
| 7D | -2.5% | -2.3% | -0.1% | 0.0% |
| 30D | -0.3% | -1.8% | +1.5% | +1.6% |
| 3M | +25.3% | +8.0% | +17.2% | +15.3% |
| 6M | +20.9% | +17.0% | +3.9% | +2.1% |
| YTD | +4.3% | +21.3% | -17.0% | -15.2% |
| 1Y | +27.0% | +27.9% | -0.9% | -2.5% |
| 3Y | +17.5% | +70.1% | -52.6% | -32.6% |
| 5Y | +6.9% | +74.2% | -67.2% | -39.3% |
| All | +6.9% | +72.1% | -65.1% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling