+166.9%
IWM vs TMUS
+309.7%
-142.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | +1.4% | -0.3% | +1.7% | +1.5% |
| 30D | -2.3% | +3.1% | -5.4% | -3.3% |
| 3M | +4.0% | +2.4% | +1.5% | +2.2% |
| 6M | +17.9% | -17.1% | +35.0% | +24.0% |
| YTD | +20.2% | -9.1% | +29.3% | +21.8% |
| 1Y | +25.0% | -23.6% | +48.6% | +34.6% |
| 3Y | +66.0% | +38.8% | +27.1% | +36.5% |
| 5Y | +40.0% | +43.0% | -2.9% | +12.1% |
| 10Y | +166.9% | +309.1% | -142.2% | +42.8% |
| All | +166.9% | +309.7% | -142.9% | +42.8% |
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 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