+42.0%
TMUS vs IBB
+22.5%
+19.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.3% |
| 7D | +0.1% | +1.4% | -1.3% | -0.2% |
| 30D | +5.3% | +10.5% | -5.2% | +2.6% |
| 3M | +3.1% | +23.6% | -20.5% | -2.5% |
| 6M | -16.5% | +22.6% | -39.1% | -21.1% |
| YTD | -9.2% | +25.7% | -34.8% | -15.0% |
| 1Y | -26.5% | +51.4% | -77.9% | -35.6% |
| 3Y | +39.0% | +64.4% | -25.4% | +15.8% |
| All | +42.0% | +22.5% | +19.5% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling