+72.7%
IVV vs TMUS
+46.7%
+26.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.1% | -1.8% | +1.7% |
| 7D | +0.1% | +5.3% | -5.3% | -0.8% |
| 30D | -3.3% | +13.5% | -16.9% | -5.5% |
| 3M | -2.4% | -4.2% | +1.9% | -2.0% |
| 6M | +2.6% | -11.9% | +14.5% | +4.3% |
| YTD | +11.3% | -15.6% | +26.9% | +13.7% |
| 1Y | +13.4% | -16.8% | +30.2% | +16.2% |
| 3Y | +80.3% | +20.8% | +59.5% | +56.3% |
| 5Y | +72.7% | +48.0% | +24.7% | +41.7% |
| All | +72.7% | +46.7% | +26.0% | +41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling