+320.5%
TMUS vs IFF
+179.9%
+140.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.3% | -3.4% |
| 7D | +0.1% | -1.8% | +1.9% | +0.8% |
| 30D | +5.3% | -2.0% | +7.2% | +5.9% |
| 3M | +3.1% | +18.5% | -15.4% | -3.7% |
| 6M | -16.5% | +11.7% | -28.1% | -21.4% |
| YTD | -9.2% | +29.6% | -38.7% | -19.6% |
| 1Y | -26.5% | +35.0% | -61.4% | -36.2% |
| 3Y | +39.0% | +32.3% | +6.7% | +16.3% |
| 5Y | +40.4% | -34.6% | +74.9% | +51.9% |
| 10Y | +303.7% | -20.6% | +324.3% | +258.5% |
| All | +320.5% | +179.9% | +140.5% | +61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling