-21.2%
TMUS vs IOT
+8.2%
-29.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.1% | -1.1% | +2.9% |
| 7D | +7.5% | -0.5% | +8.0% | +7.5% |
| 30D | -3.3% | +1.0% | -4.3% | -3.4% |
| 3M | -9.7% | +10.9% | -20.6% | -10.1% |
| 6M | -17.2% | +39.9% | -57.1% | -17.6% |
| YTD | -20.3% | +20.8% | -41.1% | -19.7% |
| 1Y | -21.2% | +10.6% | -31.8% | -20.6% |
| All | -21.2% | +8.2% | -29.4% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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