-26.5%
TMUS vs IWF
+10.9%
-37.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.4% | -3.5% |
| 7D | +0.1% | +0.5% | -0.5% | +0.3% |
| 30D | +5.3% | -0.4% | +5.6% | +5.1% |
| 3M | +3.1% | -2.6% | +5.7% | +2.4% |
| 6M | -16.5% | +9.1% | -25.6% | -12.6% |
| YTD | -9.2% | +4.5% | -13.6% | -6.1% |
| 1Y | -26.5% | +10.1% | -36.6% | -20.6% |
| All | -26.5% | +10.9% | -37.4% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling