-21.2%
TMUS vs IVZ
+30.5%
-51.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.2% | -1.1% | +3.4% |
| 7D | +7.5% | +2.6% | +4.8% | +7.7% |
| 30D | -3.3% | -3.5% | +0.2% | -3.5% |
| 3M | -9.7% | -7.4% | -2.3% | -10.1% |
| 6M | -17.2% | +14.7% | -31.9% | -15.3% |
| YTD | -20.3% | +14.6% | -35.0% | -17.5% |
| 1Y | -21.2% | +30.7% | -51.9% | -16.8% |
| All | -21.2% | +30.5% | -51.7% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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