+42.0%
TMUS vs IWD
+73.6%
-31.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.1% |
| 7D | +0.1% | -0.3% | +0.4% | +0.3% |
| 30D | +5.3% | +0.6% | +4.7% | +4.9% |
| 3M | +3.1% | +7.2% | -4.1% | -0.9% |
| 6M | -16.5% | +16.2% | -32.7% | -23.6% |
| YTD | -9.2% | +23.3% | -32.5% | -20.1% |
| 1Y | -26.5% | +29.6% | -56.0% | -37.5% |
| 3Y | +39.0% | +70.5% | -31.4% | -3.2% |
| All | +42.0% | +73.6% | -31.7% | -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 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