+42.4%
TMUS vs IJR
+38.0%
+4.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | -5.8% | -2.3% | -3.5% | -5.2% |
| 30D | -0.2% | -4.7% | +4.5% | +1.0% |
| 3M | -4.0% | +2.1% | -6.1% | -4.6% |
| 6M | -18.1% | +13.9% | -32.0% | -21.1% |
| YTD | -11.3% | +18.2% | -29.6% | -15.8% |
| 1Y | -24.7% | +21.8% | -46.6% | -29.3% |
| 3Y | +35.4% | +52.2% | -16.8% | +13.9% |
| 5Y | +42.4% | +40.1% | +2.3% | +22.8% |
| All | +42.4% | +38.0% | +4.5% | +22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling