-2.5%
IBM vs TER
+203.7%
-206.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.4% | -5.4% | +0.3% |
| 7D | -0.3% | +0.6% | -0.9% | -0.3% |
| 30D | +0.3% | -8.3% | +8.6% | -0.1% |
| 3M | -21.6% | -12.2% | -9.4% | -21.8% |
| 6M | -4.7% | +17.0% | -21.7% | -6.1% |
| YTD | -19.1% | +84.6% | -103.7% | -21.7% |
| 1Y | -2.5% | +199.8% | -202.3% | -8.2% |
| All | -2.5% | +203.7% | -206.2% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 1y: compounded portfolio wealth divided by compounded TER 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…
1y analysis · Full analysis span regression · 6 months rolling