+4,704.7%
TMO vs IWD
+747.8%
+3,956.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | -0.1% |
| 7D | +0.8% | +2.3% | -1.5% | -1.1% |
| 30D | +4.0% | +3.6% | +0.4% | +0.9% |
| 3M | +17.6% | +2.2% | +15.4% | +15.4% |
| 6M | +57.3% | +13.0% | +44.3% | +41.3% |
| YTD | +21.2% | +26.5% | -5.3% | -1.4% |
| 1Y | +21.1% | +30.1% | -9.0% | -3.8% |
| 3Y | +58.8% | +84.9% | -26.0% | -6.2% |
| 5Y | +11.8% | +73.4% | -61.5% | -29.9% |
| 10Y | +376.2% | +204.0% | +172.2% | +76.3% |
| All | +4,704.7% | +747.8% | +3,956.9% | +571.5% |
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