+5,386.1%
TSM vs IWF
+727.1%
+4,659.0%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +2.7% | +0.5% | +2.2% | +2.0% |
| 30D | +3.6% | -0.4% | +4.0% | +4.1% |
| 3M | -3.4% | -2.6% | -0.8% | +0.6% |
| 6M | +20.6% | +9.1% | +11.5% | +10.2% |
| YTD | +41.9% | +4.5% | +37.4% | +36.7% |
| 1Y | +84.4% | +10.1% | +74.3% | +67.6% |
| 3Y | +380.2% | +77.6% | +302.6% | +154.3% |
| 5Y | +275.3% | +73.7% | +201.6% | +100.9% |
| 10Y | +1,751.4% | +411.5% | +1,339.8% | +150.2% |
| All | +5,386.1% | +727.1% | +4,659.0% | +316.2% |
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