-2.1%
IGV vs TMUS
-27.1%
+25.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.2% | -2.6% |
| 7D | -4.5% | +0.1% | -4.6% | -4.4% |
| 30D | +3.2% | +5.3% | -2.0% | +3.8% |
| 3M | +4.5% | +3.1% | +1.4% | +5.6% |
| 6M | +22.1% | -16.5% | +38.6% | +16.7% |
| YTD | -1.0% | -9.2% | +8.1% | -2.9% |
| 1Y | -2.1% | -26.5% | +24.4% | -9.9% |
| All | -2.1% | -27.1% | +25.0% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 1y: compounded portfolio wealth divided by compounded TMUS 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…
1y analysis · Full analysis span regression · 6 months rolling