+41.9%
TMUS vs IWF
+72.9%
-31.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.3% |
| 7D | -5.3% | +0.5% | -5.9% | -5.4% |
| 30D | +0.1% | -1.4% | +1.5% | +0.4% |
| 3M | -0.6% | +0.4% | -1.1% | -0.9% |
| 6M | -17.5% | +8.5% | -26.0% | -19.7% |
| YTD | -11.3% | +3.7% | -14.9% | -12.5% |
| 1Y | -25.4% | +8.5% | -33.9% | -27.7% |
| 3Y | +35.5% | +78.5% | -43.0% | +5.6% |
| 5Y | +41.9% | +73.6% | -31.7% | +5.6% |
| All | +41.9% | +72.9% | -31.0% | +5.6% |
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 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