+69.8%
IBIT vs TMUS
+16.6%
+53.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.5% | +1.0% | -2.3% |
| 7D | +3.0% | +0.1% | +2.9% | +3.1% |
| 30D | +23.1% | +5.3% | +17.9% | +23.0% |
| 3M | +25.6% | +3.1% | +22.4% | +25.5% |
| 6M | +9.1% | -16.5% | +25.6% | +9.7% |
| YTD | -8.9% | -9.2% | +0.3% | -8.8% |
| 1Y | -27.5% | -26.5% | -1.0% | -25.5% |
| All | +69.8% | +16.6% | +53.2% | +53.2% |
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