+275.3%
TMUS vs IBN
+445.8%
-170.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.3% | -0.3% |
| 7D | +3.6% | +15.1% | -11.5% | -0.5% |
| 30D | -3.4% | +21.6% | -25.0% | -8.6% |
| 3M | -9.5% | +11.2% | -20.6% | -12.2% |
| 6M | -15.2% | +27.8% | -42.9% | -21.0% |
| YTD | -18.9% | +14.7% | -33.6% | -22.6% |
| 1Y | -17.7% | +14.4% | -32.1% | -21.3% |
| 3Y | +15.6% | +52.1% | -36.5% | +0.5% |
| 5Y | +38.9% | +70.7% | -31.8% | +15.3% |
| 10Y | +245.3% | +385.5% | -140.3% | +91.7% |
| All | +275.3% | +445.8% | -170.5% | +46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling