+48.7%
TMUS vs IBB
+42.1%
+6.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.4% |
| 7D | +9.5% | +0.8% | +8.7% | +9.3% |
| 30D | +13.8% | +5.2% | +8.6% | +12.6% |
| 3M | -4.6% | +8.6% | -13.2% | -6.6% |
| 6M | -11.7% | +27.8% | -39.5% | -17.2% |
| YTD | -15.4% | +28.8% | -44.2% | -21.3% |
| 1Y | -16.1% | +36.4% | -52.5% | -23.5% |
| 3Y | +20.5% | +89.3% | -68.9% | -5.3% |
| 5Y | +48.7% | +43.3% | +5.5% | +20.3% |
| All | +48.7% | +42.1% | +6.6% | +20.3% |
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