+237.8%
TMUS vs IWD
+203.0%
+34.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.9% | -0.8% |
| 7D | +4.9% | +2.3% | +2.6% | +3.3% |
| 30D | +7.7% | +3.6% | +4.1% | +5.1% |
| 3M | -6.8% | +2.2% | -8.9% | -8.2% |
| 6M | -9.7% | +13.0% | -22.6% | -17.0% |
| YTD | -15.0% | +26.5% | -41.5% | -28.2% |
| 1Y | -19.1% | +30.1% | -49.3% | -33.1% |
| 3Y | +21.4% | +84.9% | -63.4% | -23.3% |
| 5Y | +51.2% | +73.4% | -22.2% | -0.3% |
| All | +237.8% | +203.0% | +34.7% | +39.6% |
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