+244.6%
TMUS vs IEF
+7.3%
+237.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +8.2% | -0.8% | +8.9% | +8.1% |
| 30D | +13.4% | +2.0% | +11.3% | +13.6% |
| 3M | -3.0% | -1.1% | -2.0% | -3.2% |
| 6M | -8.8% | -1.9% | -6.9% | -9.0% |
| YTD | -13.8% | -2.2% | -11.6% | -14.1% |
| 1Y | -17.1% | -2.3% | -14.7% | -17.3% |
| 3Y | +22.7% | +11.6% | +11.1% | +25.5% |
| 5Y | +52.8% | -7.1% | +59.9% | +37.6% |
| 10Y | +244.6% | +7.8% | +236.9% | +252.9% |
| All | +244.6% | +7.3% | +237.3% | +252.9% |
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