+320.5%
TMUS vs IVZ
+183.4%
+137.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.6% | -3.8% |
| 7D | +0.1% | +0.6% | -0.6% | -0.2% |
| 30D | +5.3% | +4.0% | +1.2% | +3.9% |
| 3M | +3.1% | +18.2% | -15.0% | -2.7% |
| 6M | -16.5% | +32.8% | -49.3% | -24.6% |
| YTD | -9.2% | +28.7% | -37.9% | -17.8% |
| 1Y | -26.5% | +55.4% | -81.9% | -37.8% |
| 3Y | +39.0% | +135.2% | -96.2% | -2.5% |
| 5Y | +40.4% | +64.2% | -23.8% | +6.7% |
| 10Y | +303.7% | +64.6% | +239.1% | +171.9% |
| All | +320.5% | +183.4% | +137.0% | +95.7% |
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