+46.2%
IBIT vs TMUS
+9.2%
+37.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.5% |
| 7D | -9.2% | +4.9% | -14.1% | -9.1% |
| 30D | -15.8% | +7.7% | -23.5% | -15.6% |
| 3M | +8.5% | -6.8% | +15.3% | +9.1% |
| 6M | -13.7% | -9.7% | -4.0% | -13.3% |
| YTD | -21.6% | -15.0% | -6.6% | -21.1% |
| 1Y | -30.0% | -19.1% | -10.8% | -29.1% |
| All | +46.2% | +9.2% | +37.0% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling