+291.7%
TMUS vs IVZ
+147.5%
+144.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | +9.5% | +2.2% | +7.3% | +8.6% |
| 30D | +13.8% | -2.2% | +16.0% | +14.1% |
| 3M | -4.6% | -8.4% | +3.9% | -2.4% |
| 6M | -11.7% | +6.2% | -17.9% | -14.4% |
| YTD | -15.4% | +12.4% | -27.8% | -20.5% |
| 1Y | -16.1% | +26.0% | -42.1% | -24.3% |
| 3Y | +20.5% | +147.9% | -127.4% | -17.5% |
| 5Y | +48.7% | +38.8% | +10.0% | +19.5% |
| 10Y | +240.8% | +44.6% | +196.2% | +138.2% |
| All | +291.7% | +147.5% | +144.2% | +89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling