+56.9%
IONQ vs TMUS
+46.7%
+10.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.1% | +4.2% | +7.8% |
| 7D | +25.5% | +5.3% | +20.1% | +24.6% |
| 30D | -11.4% | +13.5% | -25.0% | -13.3% |
| 3M | -20.5% | -4.2% | -16.2% | -20.1% |
| 6M | -28.2% | -11.9% | -16.3% | -26.9% |
| YTD | -21.2% | -15.6% | -5.7% | -20.2% |
| 1Y | -40.4% | -16.8% | -23.6% | -39.4% |
| 3Y | +214.7% | +20.8% | +193.9% | +104.1% |
| 5Y | +56.9% | +48.0% | +8.8% | -12.8% |
| All | +56.9% | +46.7% | +10.1% | -12.8% |
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