-21.2%
TMUS vs IWF
-1.6%
-19.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +3.3% |
| 7D | +7.5% | -4.2% | +11.6% | +5.5% |
| 30D | -3.3% | -8.1% | +4.8% | -6.7% |
| 3M | -9.7% | -5.1% | -4.6% | -11.6% |
| 6M | -17.2% | -1.4% | -15.8% | -17.2% |
| YTD | -20.3% | -0.1% | -20.3% | -18.6% |
| 1Y | -21.2% | -1.3% | -19.9% | -19.5% |
| All | -21.2% | -1.6% | -19.6% | -19.5% |
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