+58.6%
IBIT vs TMUS
+10.6%
+48.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +1.4% |
| 7D | -6.8% | +8.2% | -15.0% | -6.7% |
| 30D | -9.9% | +13.4% | -23.2% | -9.6% |
| 3M | +17.5% | -3.0% | +20.6% | +18.1% |
| 6M | -9.1% | -8.8% | -0.3% | -8.6% |
| YTD | -14.9% | -13.8% | -1.1% | -14.4% |
| 1Y | -27.6% | -17.1% | -10.5% | -26.8% |
| All | +58.6% | +10.6% | +48.0% | +43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling