+4,108.4%
TMO vs IWD
+726.5%
+3,381.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.2% |
| 7D | -1.4% | -0.3% | -1.1% | -1.1% |
| 30D | +6.2% | +0.6% | +5.6% | +5.7% |
| 3M | +27.5% | +7.2% | +20.2% | +19.8% |
| 6M | +20.0% | +16.2% | +3.8% | +5.1% |
| YTD | +6.1% | +23.3% | -17.2% | -11.7% |
| 1Y | +25.8% | +29.6% | -3.7% | +0.4% |
| 3Y | +11.2% | +70.5% | -59.2% | -29.5% |
| 5Y | +9.6% | +73.5% | -63.9% | -31.4% |
| 10Y | +317.8% | +198.3% | +119.4% | +57.3% |
| All | +4,108.4% | +726.5% | +3,381.9% | +501.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling