+309.1%
TMUS vs IBN
+312.4%
-3.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.6% |
| 7D | -0.3% | -2.2% | +1.9% | +0.2% |
| 30D | +3.1% | -2.3% | +5.4% | +3.6% |
| 3M | +2.4% | +15.9% | -13.4% | -0.5% |
| 6M | -17.1% | +5.6% | -22.7% | -18.1% |
| YTD | -9.1% | -0.1% | -9.0% | -9.4% |
| 1Y | -23.6% | -6.5% | -17.1% | -22.9% |
| 3Y | +38.8% | +29.3% | +9.5% | +29.9% |
| 5Y | +43.0% | +56.6% | -13.6% | +27.1% |
| 10Y | +309.1% | +314.4% | -5.3% | +195.7% |
| All | +309.1% | +312.4% | -3.3% | +195.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling