-26.5%
TMUS vs IYR
+8.4%
-34.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.7% | -3.1% |
| 7D | +0.1% | -1.2% | +1.3% | +0.7% |
| 30D | +5.3% | -2.9% | +8.1% | +6.7% |
| 3M | +3.1% | +0.8% | +2.3% | +3.5% |
| 6M | -16.5% | +1.9% | -18.3% | -15.6% |
| YTD | -9.2% | +9.6% | -18.8% | -11.1% |
| 1Y | -26.5% | +8.1% | -34.6% | -27.3% |
| All | -26.5% | +8.4% | -34.9% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 1y: compounded portfolio wealth divided by compounded IYR 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…
1y analysis · Full analysis span regression · 6 months rolling