+320.5%
TMUS vs IEF
+81.8%
+238.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.4% | -3.5% |
| 7D | +0.1% | -0.3% | +0.4% | -0.2% |
| 30D | +5.3% | -0.8% | +6.0% | +4.6% |
| 3M | +3.1% | -1.0% | +4.1% | +2.3% |
| 6M | -16.5% | -2.8% | -13.7% | -18.3% |
| YTD | -9.2% | -1.5% | -7.7% | -10.3% |
| 1Y | -26.5% | -0.4% | -26.1% | -26.8% |
| 3Y | +39.0% | +9.7% | +29.4% | +50.1% |
| 5Y | +40.4% | -8.3% | +48.7% | +21.2% |
| 10Y | +303.7% | +4.6% | +299.1% | +319.0% |
| All | +320.5% | +81.8% | +238.7% | +958.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling