+18.9%
IWM vs TMUS
-20.4%
+39.4%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.6% | +1.8% |
| 7D | +1.0% | +7.5% | -6.5% | +1.7% |
| 30D | +0.2% | -3.3% | +3.5% | +0.2% |
| 3M | -5.6% | -9.7% | +4.0% | -6.2% |
| 6M | +2.7% | -17.2% | +19.9% | +0.9% |
| YTD | +16.2% | -20.3% | +36.5% | +13.2% |
| 1Y | +18.9% | -21.2% | +40.2% | +16.2% |
| All | +18.9% | -20.4% | +39.4% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling