+317.8%
TMUS vs IVZ
+60.3%
+257.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.3% |
| 7D | -5.3% | +1.2% | -6.5% | -5.5% |
| 30D | +0.1% | +1.8% | -1.7% | -0.3% |
| 3M | -0.6% | +15.7% | -16.4% | -3.6% |
| 6M | -17.5% | +36.3% | -53.9% | -22.8% |
| YTD | -11.3% | +24.9% | -36.2% | -15.8% |
| 1Y | -25.4% | +48.9% | -74.3% | -32.0% |
| 3Y | +35.5% | +136.8% | -101.3% | +8.3% |
| 5Y | +41.9% | +60.0% | -18.1% | +21.1% |
| 10Y | +317.8% | +63.4% | +254.5% | +235.5% |
| All | +317.8% | +60.3% | +257.5% | +235.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling