+320.5%
TMUS vs IYR
+134.5%
+186.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.8% |
| 6M | -16.5% | +1.9% | -18.3% | -17.3% |
| YTD | -9.2% | +9.6% | -18.8% | -13.3% |
| 1Y | -26.5% | +8.1% | -34.6% | -29.4% |
| 3Y | +39.0% | +29.2% | +9.8% | +20.6% |
| 5Y | +40.4% | +4.3% | +36.1% | +34.0% |
| 10Y | +303.7% | +64.7% | +239.0% | +200.1% |
| All | +320.5% | +134.5% | +186.0% | +150.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling