+328.6%
TMO vs IWF
+422.7%
-94.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.6% |
| 7D | -0.6% | -0.9% | +0.3% | 0.0% |
| 30D | +1.1% | -1.7% | +2.9% | +2.3% |
| 3M | +28.3% | +0.7% | +27.7% | +26.8% |
| 6M | +23.3% | +8.6% | +14.7% | +15.3% |
| YTD | +5.5% | +3.5% | +1.9% | +2.0% |
| 1Y | +24.5% | +7.0% | +17.5% | +17.3% |
| 3Y | +19.6% | +76.3% | -56.8% | -24.7% |
| 5Y | +8.1% | +74.8% | -66.6% | -32.7% |
| All | +328.6% | +422.7% | -94.1% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 10y: compounded portfolio wealth divided by compounded IWF 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…
10y analysis · Full analysis span regression · 6 months rolling