+320.5%
TMUS vs IWD
+364.2%
-43.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -2.9% |
| 7D | +0.1% | -0.3% | +0.4% | +0.3% |
| 30D | +5.3% | +0.6% | +4.7% | +4.7% |
| 3M | +3.1% | +7.2% | -4.1% | -3.0% |
| 6M | -16.5% | +16.2% | -32.7% | -27.1% |
| YTD | -9.2% | +23.3% | -32.5% | -25.0% |
| 1Y | -26.5% | +29.6% | -56.0% | -42.1% |
| 3Y | +39.0% | +70.5% | -31.4% | -15.7% |
| 5Y | +40.4% | +73.5% | -33.1% | -17.1% |
| 10Y | +303.7% | +198.3% | +105.4% | +37.9% |
| All | +320.5% | +364.2% | -43.8% | +7.4% |
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 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