+51.8%
TMUS vs IEF
-8.1%
+59.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | +4.9% | -2.0% | +6.9% | +5.5% |
| 30D | +7.7% | +0.7% | +7.0% | +7.6% |
| 3M | -6.8% | -2.5% | -4.3% | -6.1% |
| 6M | -9.7% | -2.6% | -7.1% | -9.0% |
| YTD | -15.0% | -3.2% | -11.8% | -14.2% |
| 1Y | -19.1% | -3.0% | -16.1% | -18.4% |
| 3Y | +21.4% | +10.5% | +10.9% | +17.9% |
| All | +51.8% | -8.1% | +59.9% | +43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling