+47.5%
TMUS vs IJH
+48.0%
-0.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.7% |
| 7D | +0.4% | -1.9% | +2.3% | +1.0% |
| 30D | +3.5% | -4.6% | +8.2% | +5.0% |
| 3M | -1.3% | -1.2% | -0.2% | -1.1% |
| 6M | -13.6% | +9.4% | -23.0% | -16.4% |
| YTD | -8.8% | +13.3% | -22.1% | -13.1% |
| 1Y | -22.9% | +13.4% | -36.3% | -26.7% |
| 3Y | +36.7% | +50.4% | -13.7% | +12.2% |
| All | +47.5% | +48.0% | -0.5% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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