+61.2%
TMUS vs IOT
+61.4%
-0.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.7% | -7.2% | -3.6% |
| 7D | +0.1% | -2.3% | +2.4% | +0.1% |
| 30D | +5.3% | +3.8% | +1.5% | +5.0% |
| 3M | +3.1% | +14.2% | -11.0% | +2.5% |
| 6M | -16.5% | +40.1% | -56.6% | -17.6% |
| YTD | -9.2% | +13.4% | -22.6% | -9.8% |
| 1Y | -26.5% | +12.2% | -38.6% | -27.2% |
| 3Y | +39.0% | +30.0% | +9.0% | +34.7% |
| All | +61.2% | +61.4% | -0.2% | +44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling