+275.3%
TMUS vs IWF
+862.0%
-586.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | -0.1% |
| 7D | +3.6% | -5.0% | +8.5% | +7.3% |
| 30D | -3.4% | -13.2% | +9.8% | +6.8% |
| 3M | -9.5% | -9.4% | 0.0% | -3.5% |
| 6M | -15.2% | -8.6% | -6.6% | -11.2% |
| YTD | -18.9% | -5.3% | -13.6% | -18.5% |
| 1Y | -17.7% | -5.0% | -12.7% | -17.8% |
| 3Y | +15.6% | +64.6% | -49.0% | -32.5% |
| 5Y | +38.9% | +50.8% | -11.9% | -15.9% |
| 10Y | +245.3% | +385.7% | -140.4% | -42.6% |
| All | +275.3% | +862.0% | -586.8% | -64.8% |
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 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