+52.8%
IONQ vs TMUS
+38.7%
+14.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.9% | +22.5% | +23.3% |
| 7D | +8.6% | +3.6% | +5.0% | +8.0% |
| 30D | -21.1% | -3.4% | -17.7% | -20.9% |
| 3M | -17.9% | -9.5% | -8.4% | -16.8% |
| 6M | -37.9% | -15.2% | -22.8% | -36.6% |
| YTD | -27.3% | -18.9% | -8.4% | -25.9% |
| 1Y | -43.2% | -17.7% | -25.5% | -42.8% |
| 3Y | +191.0% | +15.6% | +175.3% | +90.7% |
| All | +52.8% | +38.7% | +14.1% | -13.4% |
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