+41.0%
TMUS vs IVZ
+27.3%
+13.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +3.6% | -2.4% | +6.0% | +3.8% |
| 30D | -3.4% | -11.2% | +7.8% | -2.2% |
| 3M | -9.5% | -14.0% | +4.5% | -8.1% |
| 6M | -15.2% | +0.5% | -15.6% | -15.6% |
| YTD | -18.9% | +5.4% | -24.4% | -20.1% |
| 1Y | -17.7% | +19.5% | -37.2% | -20.5% |
| 3Y | +15.6% | +128.7% | -113.1% | -4.0% |
| All | +41.0% | +27.3% | +13.6% | +37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling