+131.6%
IBM vs TER
+1,753.0%
-1,621.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.2% | -5.4% | -1.8% |
| 7D | +0.3% | +11.0% | -10.7% | -1.2% |
| 30D | -1.5% | -1.9% | +0.4% | -1.6% |
| 3M | -16.8% | -0.7% | -16.1% | -18.8% |
| 6M | -9.0% | +36.4% | -45.4% | -17.7% |
| YTD | -20.1% | +92.4% | -112.5% | -32.9% |
| 1Y | -7.0% | +213.5% | -220.5% | -30.1% |
| 3Y | +72.4% | +277.2% | -204.9% | +18.2% |
| 5Y | +112.0% | +219.1% | -107.2% | +43.4% |
| 10Y | +131.6% | +1,744.2% | -1,612.7% | -9.7% |
| All | +131.6% | +1,753.0% | -1,621.4% | -9.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling