+364.8%
IGV vs TMUS
+246.8%
+118.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | +2.5% | +6.5% | -4.0% | +0.4% |
| 30D | -8.6% | +11.3% | -19.8% | -12.3% |
| 3M | -1.6% | -2.9% | +1.3% | -1.8% |
| 6M | +13.4% | -10.5% | +24.0% | +15.7% |
| YTD | -4.0% | -14.4% | +10.4% | -1.5% |
| 1Y | -7.6% | -17.9% | +10.3% | -3.7% |
| 3Y | +39.3% | +21.9% | +17.4% | +16.1% |
| 5Y | +14.5% | +52.1% | -37.6% | -15.4% |
| All | +364.8% | +246.8% | +118.0% | +142.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling