+306.5%
IVV vs TMUS
+238.1%
+68.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | +0.1% |
| 7D | -2.7% | +3.6% | -6.3% | -3.7% |
| 30D | -5.4% | -3.4% | -2.0% | -5.1% |
| 3M | -4.1% | -9.5% | +5.4% | -2.1% |
| 6M | +0.7% | -15.2% | +15.9% | +4.1% |
| YTD | +8.7% | -18.9% | +27.7% | +13.2% |
| 1Y | +11.0% | -17.7% | +28.7% | +14.8% |
| 3Y | +75.4% | +15.6% | +59.8% | +54.3% |
| 5Y | +68.3% | +38.9% | +29.4% | +35.8% |
| All | +306.5% | +238.1% | +68.4% | +145.5% |
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