+237.8%
TMUS vs IYR
+87.3%
+150.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | +4.9% | +0.6% | +4.3% | +4.6% |
| 30D | +7.7% | +6.6% | +1.1% | +4.4% |
| 3M | -6.8% | -1.8% | -5.0% | -6.1% |
| 6M | -9.7% | +1.4% | -11.1% | -10.4% |
| YTD | -15.0% | +10.5% | -25.5% | -19.3% |
| 1Y | -19.1% | +10.6% | -29.8% | -23.3% |
| 3Y | +21.4% | +41.8% | -20.4% | -0.1% |
| 5Y | +51.2% | +6.0% | +45.1% | +44.0% |
| All | +237.8% | +87.3% | +150.4% | +137.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling