+20.8%
TMUS vs IWD
+84.1%
-63.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.0% | +2.1% | +3.4% |
| 7D | +5.3% | +1.3% | +4.1% | +4.8% |
| 30D | +13.5% | +3.6% | +10.0% | +12.1% |
| 3M | -4.2% | +2.3% | -6.6% | -5.1% |
| 6M | -11.9% | +13.0% | -24.9% | -15.6% |
| YTD | -15.6% | +26.2% | -41.8% | -22.6% |
| 1Y | -16.8% | +30.5% | -47.2% | -24.9% |
| 3Y | +20.8% | +86.2% | -65.4% | +1.7% |
| All | +20.8% | +84.1% | -63.3% | +1.7% |
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