+239.9%
TMUS vs IRM
+524.5%
-284.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.0% |
| 7D | +6.5% | +8.6% | -2.1% | +4.8% |
| 30D | +11.3% | 0.0% | +11.3% | +10.9% |
| 3M | -2.9% | -7.1% | +4.3% | -2.0% |
| 6M | -10.5% | -7.9% | -2.6% | -9.8% |
| YTD | -14.4% | +41.3% | -55.7% | -22.2% |
| 1Y | -17.9% | +20.7% | -38.6% | -22.7% |
| 3Y | +21.9% | +112.2% | -90.3% | -3.7% |
| 5Y | +52.1% | +191.2% | -139.1% | +7.5% |
| All | +239.9% | +524.5% | -284.6% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling