-19.1%
TMUS vs IJR
+19.9%
-39.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +4.9% | +2.2% | +2.7% | +5.3% |
| 30D | +7.7% | +3.8% | +3.9% | +8.5% |
| 3M | -6.8% | -5.7% | -1.1% | -8.2% |
| 6M | -9.7% | +4.6% | -14.3% | -8.2% |
| YTD | -15.0% | +18.0% | -32.9% | -10.9% |
| 1Y | -19.1% | +21.8% | -40.9% | -15.0% |
| All | -19.1% | +19.9% | -39.0% | -15.0% |
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