+238.4%
TMUS vs IWD
+207.5%
+30.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.1% |
| 7D | +3.6% | -0.5% | +4.0% | +3.9% |
| 30D | -3.4% | +2.7% | -6.0% | -5.2% |
| 3M | -9.5% | +0.9% | -10.3% | -10.1% |
| 6M | -15.2% | +10.5% | -25.7% | -21.0% |
| YTD | -18.9% | +23.7% | -42.6% | -30.5% |
| 1Y | -17.7% | +28.7% | -46.4% | -31.5% |
| 3Y | +15.6% | +79.7% | -64.1% | -25.6% |
| 5Y | +38.9% | +69.7% | -30.8% | -7.1% |
| All | +238.4% | +207.5% | +30.9% | +35.5% |
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 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