+317.5%
TMUS vs IFF
-20.3%
+337.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.0% |
| 7D | +0.4% | -3.2% | +3.6% | +1.1% |
| 30D | +3.5% | -0.3% | +3.8% | +3.6% |
| 3M | -1.3% | +8.4% | -9.8% | -3.2% |
| 6M | -13.6% | +23.0% | -36.6% | -18.1% |
| YTD | -8.8% | +25.5% | -34.2% | -14.1% |
| 1Y | -22.9% | +29.1% | -51.9% | -28.0% |
| 3Y | +36.7% | +31.7% | +5.1% | +23.7% |
| 5Y | +46.6% | -35.2% | +81.8% | +56.7% |
| All | +317.5% | -20.3% | +337.8% | +302.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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