-19.1%
TMUS vs IYR
+9.7%
-28.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | +4.9% | +0.6% | +4.3% | +4.7% |
| 30D | +7.7% | +6.6% | +1.1% | +5.4% |
| 3M | -6.8% | -1.8% | -5.0% | -5.3% |
| 6M | -9.7% | +1.4% | -11.1% | -8.7% |
| YTD | -15.0% | +10.5% | -25.5% | -14.1% |
| 1Y | -19.1% | +10.6% | -29.8% | -18.4% |
| All | -19.1% | +9.7% | -28.9% | -18.4% |
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