+294.8%
IONQ vs TMUS
+40.3%
+254.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.7% | +2.0% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | -1.0% | +5.3% | -6.3% | -2.3% |
| 3M | -39.8% | +3.1% | -42.9% | -41.0% |
| 6M | +6.4% | -16.5% | +22.9% | +11.5% |
| YTD | -11.9% | -9.2% | -2.8% | -11.8% |
| 1Y | -6.2% | -26.5% | +20.3% | +4.2% |
| 3Y | +125.7% | +39.0% | +86.7% | +41.8% |
| All | +294.8% | +40.3% | +254.5% | +126.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling