+317.8%
TMUS vs IEF
+4.6%
+313.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.4% |
| 7D | -5.3% | -0.3% | -5.0% | -5.4% |
| 30D | +0.1% | -0.6% | +0.7% | 0.0% |
| 3M | -0.6% | -1.0% | +0.4% | -0.7% |
| 6M | -17.5% | -3.1% | -14.5% | -17.9% |
| YTD | -11.3% | -1.9% | -9.4% | -11.5% |
| 1Y | -25.4% | -1.4% | -24.0% | -25.5% |
| 3Y | +35.5% | +9.8% | +25.7% | +38.1% |
| 5Y | +41.9% | -8.8% | +50.7% | +24.7% |
| 10Y | +317.8% | +4.7% | +313.1% | +298.7% |
| All | +317.8% | +4.6% | +313.3% | +298.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling