-39.1%
IONQ vs TMUS
-17.5%
-21.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.7% | -8.7% | -9.8% |
| 7D | +16.8% | +6.5% | +10.3% | +21.2% |
| 30D | -11.1% | +11.3% | -22.4% | -3.7% |
| 3M | -31.7% | -2.9% | -28.8% | -31.4% |
| 6M | -44.8% | -10.5% | -34.2% | -47.4% |
| YTD | -31.2% | -14.4% | -16.8% | -34.6% |
| 1Y | -39.1% | -17.9% | -21.3% | -41.2% |
| All | -39.1% | -17.5% | -21.6% | -41.2% |
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