+21.4%
TMUS vs IBN
+57.3%
-35.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | +4.9% | +1.9% | +3.0% | +4.7% |
| 30D | +7.7% | +22.1% | -14.4% | +5.4% |
| 3M | -6.8% | +17.1% | -23.9% | -8.5% |
| 6M | -9.7% | +35.5% | -45.2% | -12.0% |
| YTD | -15.0% | +16.8% | -31.8% | -16.2% |
| 1Y | -19.1% | +12.4% | -31.5% | -19.8% |
| 3Y | +21.4% | +58.0% | -36.6% | +18.7% |
| All | +21.4% | +57.3% | -35.9% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling