+39.1%
TMUS vs IVZ
+144.8%
-105.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.6% | -3.5% |
| 7D | +0.1% | +0.6% | -0.6% | +0.1% |
| 30D | +5.3% | +4.0% | +1.2% | +5.1% |
| 3M | +3.1% | +18.2% | -15.0% | +2.6% |
| 6M | -16.5% | +32.8% | -49.3% | -17.1% |
| YTD | -9.2% | +28.7% | -37.9% | -9.9% |
| 1Y | -26.5% | +55.4% | -81.9% | -28.1% |
| All | +39.1% | +144.8% | -105.8% | +26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling