+73.1%
IVV vs TMUS
+51.5%
+21.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | +2.6% | +4.9% | -2.3% | +1.8% |
| 30D | -2.0% | +7.7% | -9.7% | -3.3% |
| 3M | -2.8% | -6.8% | +4.0% | -1.9% |
| 6M | +2.2% | -9.7% | +11.8% | +3.3% |
| YTD | +11.5% | -15.0% | +26.5% | +13.8% |
| 1Y | +13.5% | -19.1% | +32.6% | +17.3% |
| 3Y | +78.1% | +21.4% | +56.7% | +54.3% |
| All | +73.1% | +51.5% | +21.6% | +40.8% |
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