+167.4%
IONQ vs TMUS
+33.1%
+134.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.6% | -5.8% | -6.3% |
| 7D | -11.5% | +4.9% | -16.4% | -12.0% |
| 30D | -8.1% | +7.7% | -15.8% | -9.0% |
| 3M | -35.8% | -6.8% | -29.0% | -35.2% |
| 6M | -47.7% | -9.7% | -38.1% | -47.2% |
| YTD | -35.6% | -15.0% | -20.7% | -34.9% |
| 1Y | -36.4% | -19.1% | -17.3% | -34.3% |
| 3Y | +150.0% | +21.4% | +128.6% | +83.6% |
| 5Y | +43.3% | +51.2% | -7.8% | -6.1% |
| All | +167.4% | +33.1% | +134.3% | +76.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling