+23.7%
IWM vs TMUS
+51.3%
-27.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.5% |
| 7D | +2.8% | +6.5% | -3.7% | +1.8% |
| 30D | +0.6% | +11.3% | -10.6% | -1.2% |
| 3M | -7.8% | -2.9% | -4.9% | -7.6% |
| 6M | -1.0% | -10.5% | +9.6% | +0.4% |
| YTD | +13.9% | -14.4% | +28.3% | +15.9% |
| 1Y | +15.4% | -17.9% | +33.3% | +18.7% |
| 3Y | +70.2% | +21.9% | +48.4% | +44.5% |
| 5Y | +23.7% | +52.1% | -28.5% | -3.4% |
| All | +23.7% | +51.3% | -27.6% | -3.4% |
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