+135.8%
IONQ vs TMUS
+14.4%
+121.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.9% | -11.4% | -10.2% |
| 7D | -16.7% | +9.0% | -25.7% | -13.7% |
| 30D | -38.9% | -3.2% | -35.7% | -38.7% |
| 3M | -33.8% | -6.9% | -26.9% | -34.1% |
| 6M | -44.9% | -16.4% | -28.5% | -46.3% |
| YTD | -41.1% | -19.6% | -21.5% | -42.5% |
| 1Y | -52.3% | -19.9% | -32.4% | -53.5% |
| All | +135.8% | +14.4% | +121.3% | +179.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling