+33.0%
TMUS vs IJR
+52.6%
-19.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.3% |
| 7D | -5.3% | -1.1% | -4.2% | -5.2% |
| 30D | +0.1% | -3.6% | +3.7% | +0.4% |
| 3M | -0.6% | +2.3% | -2.9% | -0.8% |
| 6M | -17.5% | +14.3% | -31.9% | -18.6% |
| YTD | -11.3% | +19.3% | -30.5% | -13.0% |
| 1Y | -25.4% | +22.6% | -48.0% | -27.2% |
| All | +33.0% | +52.6% | -19.6% | +23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling