-21.2%
TMUS vs IBB
+42.2%
-63.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | +3.9% |
| 7D | +7.5% | +2.2% | +5.3% | +8.3% |
| 30D | -3.3% | +6.3% | -9.7% | -0.9% |
| 3M | -9.7% | +16.3% | -26.0% | -4.5% |
| 6M | -17.2% | +30.0% | -47.2% | -9.3% |
| YTD | -20.3% | +31.1% | -51.5% | -12.3% |
| 1Y | -21.2% | +42.0% | -63.2% | -13.6% |
| All | -21.2% | +42.2% | -63.4% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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