+52.8%
TMUS vs IWD
+74.1%
-21.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.6% |
| 7D | +8.2% | -0.6% | +8.7% | +8.5% |
| 30D | +13.4% | +3.6% | +9.8% | +11.0% |
| 3M | -3.0% | +2.7% | -5.7% | -4.5% |
| 6M | -8.8% | +13.2% | -22.0% | -15.1% |
| YTD | -13.8% | +26.8% | -40.6% | -25.4% |
| 1Y | -17.1% | +29.3% | -46.3% | -29.1% |
| 3Y | +22.7% | +85.1% | -62.5% | -19.1% |
| 5Y | +52.8% | +74.2% | -21.4% | +6.4% |
| All | +52.8% | +74.1% | -21.2% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling