-23.6%
TMUS vs IBB
+45.6%
-69.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | -0.4% |
| 7D | -0.3% | -1.7% | +1.4% | -0.6% |
| 30D | +3.1% | +4.9% | -1.7% | +4.6% |
| 3M | +2.4% | +24.2% | -21.8% | +8.6% |
| 6M | -17.1% | +23.8% | -40.9% | -11.9% |
| YTD | -9.1% | +23.0% | -32.0% | -3.6% |
| 1Y | -23.6% | +46.2% | -69.8% | -18.1% |
| All | -23.6% | +45.6% | -69.2% | -18.1% |
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