+315.1%
IVV vs TMUS
+304.9%
+10.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.0% | +0.6% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +0.1% | +5.3% | -5.2% | -1.6% |
| 3M | +2.0% | +3.1% | -1.1% | +0.2% |
| 6M | +13.0% | -16.5% | +29.5% | +18.4% |
| YTD | +13.6% | -9.2% | +22.8% | +15.3% |
| 1Y | +20.1% | -26.5% | +46.6% | +30.9% |
| 3Y | +77.6% | +39.0% | +38.6% | +48.4% |
| 5Y | +82.5% | +40.4% | +42.1% | +49.9% |
| All | +315.1% | +304.9% | +10.2% | +141.3% |
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