+272.0%
TMUS vs IWD
+367.3%
-95.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +3.2% |
| 7D | +9.0% | -0.9% | +9.9% | +9.8% |
| 30D | -3.2% | +2.6% | -5.9% | -5.5% |
| 3M | -6.9% | +1.2% | -8.1% | -8.0% |
| 6M | -16.4% | +12.1% | -28.5% | -24.6% |
| YTD | -19.6% | +24.1% | -43.8% | -34.1% |
| 1Y | -19.9% | +28.5% | -48.4% | -36.4% |
| 3Y | +14.5% | +79.5% | -65.0% | -33.8% |
| 5Y | +37.7% | +70.3% | -32.6% | -17.4% |
| 10Y | +242.2% | +212.5% | +29.7% | +11.4% |
| All | +272.0% | +367.3% | -95.3% | -5.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling