+38.8%
TMUS vs IWF
+79.6%
-40.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -0.3% | +1.5% | -1.8% | -0.3% |
| 30D | +3.1% | -1.3% | +4.4% | +3.2% |
| 3M | +2.4% | +0.1% | +2.3% | +2.5% |
| 6M | -17.1% | +10.3% | -27.3% | -17.5% |
| YTD | -9.1% | +4.2% | -13.2% | -9.0% |
| 1Y | -23.6% | +9.3% | -32.9% | -24.2% |
| 3Y | +38.8% | +79.3% | -40.5% | +20.7% |
| All | +38.8% | +79.6% | -40.8% | +20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling