+41.0%
TMUS vs IWF
+50.6%
-9.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.6% |
| 7D | +3.6% | -5.0% | +8.5% | +4.6% |
| 30D | -3.4% | -13.2% | +9.8% | -0.6% |
| 3M | -9.5% | -9.4% | 0.0% | -7.9% |
| 6M | -15.2% | -8.6% | -6.6% | -14.1% |
| YTD | -18.9% | -5.3% | -13.6% | -18.8% |
| 1Y | -17.7% | -5.0% | -12.7% | -17.7% |
| 3Y | +15.6% | +64.6% | -49.0% | -8.7% |
| All | +41.0% | +50.6% | -9.6% | +8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling