+56.5%
IBIT vs TMUS
+8.6%
+47.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -5.4% | +9.5% | -14.9% | -5.2% |
| 30D | -10.5% | +13.8% | -24.3% | -10.3% |
| 3M | +15.0% | -4.6% | +19.6% | +15.5% |
| 6M | -8.3% | -11.7% | +3.4% | -7.8% |
| YTD | -16.1% | -15.4% | -0.7% | -15.6% |
| 1Y | -30.8% | -16.1% | -14.6% | -30.3% |
| All | +56.5% | +8.6% | +47.9% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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