+290.8%
TMUS vs IBN
+454.8%
-164.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.7% | +2.5% | +3.7% |
| 7D | +5.3% | +14.6% | -9.3% | +1.4% |
| 30D | +13.5% | +23.5% | -10.0% | +7.0% |
| 3M | -4.2% | +14.0% | -18.2% | -7.7% |
| 6M | -11.9% | +31.1% | -43.0% | -18.5% |
| YTD | -15.6% | +16.6% | -32.1% | -19.7% |
| 1Y | -16.8% | +14.9% | -31.7% | -20.6% |
| 3Y | +20.8% | +56.9% | -36.1% | +4.1% |
| 5Y | +48.0% | +69.7% | -21.6% | +23.1% |
| 10Y | +234.7% | +365.4% | -130.6% | +88.6% |
| All | +290.8% | +454.8% | -164.0% | +51.7% |
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 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