+14.6%
TMUS vs IWD
+79.4%
-64.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +1.8% |
| 7D | +9.0% | -0.9% | +9.9% | +9.3% |
| 30D | -3.2% | +2.6% | -5.9% | -4.2% |
| 3M | -6.9% | +1.2% | -8.1% | -7.3% |
| 6M | -16.4% | +12.1% | -28.5% | -19.7% |
| YTD | -19.6% | +24.1% | -43.8% | -25.9% |
| 1Y | -19.9% | +28.5% | -48.4% | -27.3% |
| All | +14.6% | +79.4% | -64.8% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling