+234.7%
TMUS vs IVZ
+55.7%
+179.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.8% | -2.6% | +2.9% |
| 7D | +5.3% | +4.1% | +1.2% | +4.5% |
| 30D | +13.5% | -2.0% | +15.6% | +13.7% |
| 3M | -4.2% | -7.8% | +3.6% | -3.1% |
| 6M | -11.9% | +6.3% | -18.2% | -13.4% |
| YTD | -15.6% | +12.6% | -28.1% | -18.5% |
| 1Y | -16.8% | +27.6% | -44.4% | -21.8% |
| 3Y | +20.8% | +154.0% | -133.2% | -5.3% |
| 5Y | +48.0% | +37.3% | +10.7% | +30.6% |
| 10Y | +234.7% | +50.5% | +184.2% | +181.6% |
| All | +234.7% | +55.7% | +179.1% | +181.6% |
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