+22.0%
IGV vs TMUS
+41.9%
-19.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -3.3% | -0.3% | -3.1% | -3.3% |
| 30D | 0.0% | +3.1% | -3.2% | -0.7% |
| 3M | +7.3% | +2.4% | +4.9% | +6.3% |
| 6M | +16.7% | -17.1% | +33.8% | +21.4% |
| YTD | -2.8% | -9.1% | +6.2% | -1.8% |
| 1Y | -6.7% | -23.6% | +16.9% | -0.7% |
| 3Y | +41.1% | +38.8% | +2.3% | +13.8% |
| 5Y | +22.0% | +43.0% | -21.0% | -2.1% |
| All | +22.0% | +41.9% | -19.9% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling