-19.1%
TMUS vs IOT
+5.2%
-24.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +4.9% | +0.9% | +4.0% | +4.9% |
| 30D | +7.7% | +1.4% | +6.3% | +7.6% |
| 3M | -6.8% | +0.5% | -7.3% | -6.9% |
| 6M | -9.7% | +50.3% | -60.0% | -9.6% |
| YTD | -15.0% | +16.7% | -31.6% | -14.4% |
| 1Y | -19.1% | +6.8% | -25.9% | -18.7% |
| All | -19.1% | +5.2% | -24.3% | -18.7% |
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