+161.3%
IWM vs TMUS
+260.7%
-99.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.1% | -0.9% | +2.0% |
| 7D | +1.2% | +5.3% | -4.1% | -0.4% |
| 30D | +1.3% | +13.5% | -12.3% | -2.8% |
| 3M | -6.1% | -4.2% | -1.8% | -5.7% |
| 6M | -0.1% | -11.9% | +11.8% | +2.2% |
| YTD | +15.5% | -15.6% | +31.1% | +18.8% |
| 1Y | +18.1% | -16.8% | +34.9% | +21.9% |
| 3Y | +74.6% | +20.8% | +53.8% | +49.6% |
| 5Y | +24.6% | +48.0% | -23.4% | -3.4% |
| 10Y | +161.3% | +234.7% | -73.4% | +51.2% |
| All | +161.3% | +260.7% | -99.4% | +51.2% |
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 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