+317.5%
TMUS vs IJR
+172.1%
+145.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.7% |
| 7D | +0.4% | -2.2% | +2.6% | +1.4% |
| 30D | +3.5% | -4.6% | +8.1% | +5.6% |
| 3M | -1.3% | +0.2% | -1.5% | -1.5% |
| 6M | -13.6% | +14.7% | -28.3% | -18.9% |
| YTD | -8.8% | +18.9% | -27.6% | -15.9% |
| 1Y | -22.9% | +19.9% | -42.8% | -29.4% |
| 3Y | +36.7% | +53.0% | -16.3% | +8.2% |
| 5Y | +46.6% | +40.9% | +5.7% | +19.3% |
| All | +317.5% | +172.1% | +145.4% | +108.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling