-44.7%
IONQ vs TMUS
-20.4%
-24.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.1% | -4.6% | +0.6% |
| 7D | -8.9% | +7.5% | -16.4% | -3.9% |
| 30D | -31.3% | -3.3% | -27.9% | -31.0% |
| 3M | -29.2% | -9.7% | -19.5% | -31.9% |
| 6M | -35.4% | -17.2% | -18.2% | -41.1% |
| YTD | -34.2% | -20.3% | -13.8% | -39.8% |
| 1Y | -44.7% | -21.2% | -23.4% | -49.5% |
| All | -44.7% | -20.4% | -24.2% | -49.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling