+309.6%
IVV vs TMUS
+260.7%
+48.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.1% | -1.8% | +1.2% |
| 7D | +0.1% | +5.3% | -5.3% | -1.4% |
| 30D | -3.3% | +13.5% | -16.9% | -7.2% |
| 3M | -2.4% | -4.2% | +1.9% | -2.0% |
| 6M | +2.6% | -11.9% | +14.5% | +4.9% |
| YTD | +11.3% | -15.6% | +26.9% | +14.5% |
| 1Y | +13.4% | -16.8% | +30.2% | +17.2% |
| 3Y | +80.3% | +20.8% | +59.5% | +56.4% |
| 5Y | +72.7% | +48.0% | +24.7% | +36.3% |
| 10Y | +309.6% | +234.7% | +74.9% | +146.3% |
| All | +309.6% | +260.7% | +48.9% | +146.3% |
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