+298.8%
TMUS vs IVZ
+145.4%
+153.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.7% | +2.1% |
| 7D | +8.2% | -2.8% | +10.9% | +8.9% |
| 30D | +13.4% | -2.2% | +15.5% | +13.7% |
| 3M | -3.0% | -8.1% | +5.1% | -1.0% |
| 6M | -8.8% | +3.8% | -12.6% | -10.9% |
| YTD | -13.8% | +11.5% | -25.3% | -18.8% |
| 1Y | -17.1% | +23.7% | -40.8% | -24.7% |
| 3Y | +22.7% | +145.8% | -123.1% | -15.8% |
| 5Y | +52.8% | +36.1% | +16.7% | +23.5% |
| 10Y | +244.6% | +42.4% | +202.2% | +142.1% |
| All | +298.8% | +145.4% | +153.4% | +93.3% |
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