+320.5%
TMUS vs IBN
+388.0%
-67.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.7% | -3.3% |
| 7D | +0.1% | +1.4% | -1.3% | -0.3% |
| 30D | +5.3% | -0.3% | +5.6% | +5.3% |
| 3M | +3.1% | +17.1% | -14.0% | -1.4% |
| 6M | -16.5% | +3.4% | -19.9% | -17.6% |
| YTD | -9.2% | +2.5% | -11.7% | -10.4% |
| 1Y | -26.5% | -4.2% | -22.3% | -26.2% |
| 3Y | +39.0% | +32.4% | +6.6% | +25.7% |
| 5Y | +40.4% | +59.2% | -18.8% | +18.5% |
| 10Y | +303.7% | +345.7% | -42.0% | +129.1% |
| All | +320.5% | +388.0% | -67.5% | +69.3% |
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