+38.8%
TMUS vs IEF
+9.9%
+29.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -0.3% | +0.1% | -0.3% | -0.3% |
| 30D | +3.1% | -0.7% | +3.9% | +3.3% |
| 3M | +2.4% | -0.4% | +2.8% | +2.5% |
| 6M | -17.1% | -2.5% | -14.6% | -16.4% |
| YTD | -9.1% | -1.6% | -7.5% | -8.6% |
| 1Y | -23.6% | -1.3% | -22.3% | -23.3% |
| 3Y | +38.8% | +10.1% | +28.7% | +35.6% |
| All | +38.8% | +9.9% | +29.0% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling