-21.2%
TMUS vs IEF
-1.9%
-19.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.5% | +2.8% |
| 7D | +7.5% | +0.9% | +6.6% | +7.1% |
| 30D | -3.3% | +3.1% | -6.4% | -3.8% |
| 3M | -9.7% | -1.4% | -8.3% | -9.6% |
| 6M | -17.2% | -1.6% | -15.7% | -17.0% |
| YTD | -20.3% | -2.1% | -18.2% | -19.8% |
| 1Y | -21.2% | -2.0% | -19.2% | -20.5% |
| All | -21.2% | -1.9% | -19.3% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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