+1,059.7%
IGV vs TMUS
+359.0%
+700.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.2% | -1.4% |
| 7D | -4.5% | +0.1% | -4.6% | -4.6% |
| 30D | +3.2% | +5.3% | -2.0% | +1.9% |
| 3M | +4.5% | +3.1% | +1.4% | +3.2% |
| 6M | +22.1% | -16.5% | +38.6% | +26.4% |
| YTD | -1.0% | -9.2% | +8.1% | 0.0% |
| 1Y | -2.1% | -26.5% | +24.4% | +4.0% |
| 3Y | +44.6% | +39.0% | +5.6% | +29.4% |
| 5Y | +22.2% | +40.4% | -18.2% | +8.4% |
| 10Y | +364.7% | +303.7% | +61.0% | +223.6% |
| All | +1,059.7% | +359.0% | +700.7% | +562.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling