+312.0%
IVV vs TMUS
+246.8%
+65.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +3.3% | +6.5% | -3.2% | +1.5% |
| 30D | -2.7% | +11.3% | -13.9% | -5.9% |
| 3M | -1.7% | -2.9% | +1.2% | -1.7% |
| 6M | +3.2% | -10.5% | +13.7% | +5.0% |
| YTD | +12.0% | -14.4% | +26.4% | +14.8% |
| 1Y | +12.1% | -17.9% | +30.0% | +16.5% |
| 3Y | +78.6% | +21.9% | +56.8% | +54.7% |
| 5Y | +73.8% | +52.1% | +21.7% | +35.9% |
| All | +312.0% | +246.8% | +65.2% | +148.1% |
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 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