+244.6%
TMUS vs IWD
+205.2%
+39.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.5% |
| 7D | +8.2% | -0.6% | +8.7% | +8.6% |
| 30D | +13.4% | +3.6% | +9.8% | +10.6% |
| 3M | -3.0% | +2.7% | -5.7% | -4.8% |
| 6M | -8.8% | +13.2% | -22.0% | -16.3% |
| YTD | -13.8% | +26.8% | -40.6% | -27.3% |
| 1Y | -17.1% | +29.3% | -46.3% | -31.1% |
| 3Y | +22.7% | +85.1% | -62.5% | -22.6% |
| 5Y | +52.8% | +74.2% | -21.4% | +0.4% |
| 10Y | +244.6% | +204.6% | +40.0% | +41.0% |
| All | +244.6% | +205.2% | +39.4% | +41.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling