+320.5%
TMUS vs IJR
+446.2%
-125.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.8% | -3.7% |
| 7D | +0.1% | -0.2% | +0.2% | +0.2% |
| 30D | +5.3% | -2.4% | +7.7% | +6.9% |
| 3M | +3.1% | +3.9% | -0.8% | +0.3% |
| 6M | -16.5% | +12.4% | -28.8% | -23.4% |
| YTD | -9.2% | +21.5% | -30.7% | -21.3% |
| 1Y | -26.5% | +24.0% | -50.5% | -37.6% |
| 3Y | +39.0% | +49.7% | -10.7% | -1.3% |
| 5Y | +40.4% | +39.7% | +0.7% | +2.1% |
| 10Y | +303.7% | +169.0% | +134.7% | +58.2% |
| All | +320.5% | +446.2% | -125.7% | -1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling