+320.5%
TMUS vs IWF
+961.5%
-641.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.4% | -3.4% |
| 7D | +0.1% | +0.5% | -0.5% | -0.4% |
| 30D | +5.3% | -0.4% | +5.6% | +5.4% |
| 3M | +3.1% | -2.6% | +5.7% | +4.3% |
| 6M | -16.5% | +9.1% | -25.6% | -23.7% |
| YTD | -9.2% | +4.5% | -13.6% | -14.4% |
| 1Y | -26.5% | +10.1% | -36.6% | -34.2% |
| 3Y | +39.0% | +77.6% | -38.6% | -22.5% |
| 5Y | +40.4% | +73.7% | -33.3% | -23.8% |
| 10Y | +303.7% | +411.5% | -107.8% | -33.6% |
| All | +320.5% | +961.5% | -641.0% | -63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling