+48.0%
TMUS vs IYR
+6.8%
+41.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.5% | +2.6% | +3.5% |
| 7D | +5.3% | +2.3% | +3.1% | +4.4% |
| 30D | +13.5% | +7.4% | +6.2% | +10.3% |
| 3M | -4.2% | -0.7% | -3.5% | -4.0% |
| 6M | -11.9% | +1.6% | -13.5% | -12.4% |
| YTD | -15.6% | +11.6% | -27.1% | -19.3% |
| 1Y | -16.8% | +10.5% | -27.3% | -20.2% |
| 3Y | +20.8% | +43.4% | -22.6% | +2.3% |
| 5Y | +48.0% | +6.8% | +41.2% | +46.4% |
| All | +48.0% | +6.8% | +41.2% | +46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling