+42.0%
TMUS vs IBN
+61.6%
-19.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.7% | -3.3% |
| 7D | +0.1% | +1.4% | -1.3% | -0.1% |
| 30D | +5.3% | -0.3% | +5.6% | +5.3% |
| 3M | +3.1% | +17.1% | -14.0% | +0.5% |
| 6M | -16.5% | +3.4% | -19.9% | -16.9% |
| YTD | -9.2% | +2.5% | -11.7% | -9.6% |
| 1Y | -26.5% | -4.2% | -22.3% | -25.9% |
| 3Y | +39.0% | +32.4% | +6.6% | +29.4% |
| All | +42.0% | +61.6% | -19.6% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling