-26.5%
TMUS vs IJR
+25.5%
-52.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.8% | -3.4% |
| 7D | +0.1% | -0.2% | +0.2% | 0.0% |
| 30D | +5.3% | -2.4% | +7.7% | +4.8% |
| 3M | +3.1% | +3.9% | -0.8% | +4.0% |
| 6M | -16.5% | +12.4% | -28.8% | -13.9% |
| YTD | -9.2% | +21.5% | -30.7% | -5.5% |
| 1Y | -26.5% | +24.0% | -50.5% | -23.5% |
| All | -26.5% | +25.5% | -52.0% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 1y: compounded portfolio wealth divided by compounded IJR 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…
1y analysis · Full analysis span regression · 6 months rolling