-6.2%
IONQ vs TMUS
-27.1%
+20.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.7% | -1.4% |
| 7D | +0.8% | +0.1% | +0.7% | +1.0% |
| 30D | -1.0% | +5.3% | -6.3% | +3.5% |
| 3M | -39.8% | +3.1% | -42.9% | -36.2% |
| 6M | +6.4% | -16.5% | +22.9% | -9.4% |
| YTD | -11.9% | -9.2% | -2.8% | -14.8% |
| 1Y | -6.2% | -26.5% | +20.3% | -16.2% |
| All | -6.2% | -27.1% | +20.9% | -16.2% |
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 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