+20.0%
IWM vs TMUS
+38.7%
-18.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.9% |
| 7D | -2.0% | +3.6% | -5.6% | -2.6% |
| 30D | -1.5% | -3.4% | +1.9% | -1.2% |
| 3M | -8.0% | -9.5% | +1.5% | -6.8% |
| 6M | -4.1% | -15.2% | +11.1% | -2.0% |
| YTD | +11.9% | -18.9% | +30.9% | +14.9% |
| 1Y | +15.0% | -17.7% | +32.7% | +17.3% |
| 3Y | +64.2% | +15.6% | +48.6% | +40.5% |
| All | +20.0% | +38.7% | -18.7% | -4.2% |
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 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