+144.8%
IBM vs TER
+1,060.7%
-915.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.3% |
| 7D | -0.3% | +24.0% | -24.3% | -3.2% |
| 30D | +6.8% | -30.6% | +37.4% | +11.4% |
| 3M | +4.4% | -34.5% | +38.9% | +9.1% |
| 6M | +13.2% | -26.4% | +39.6% | +13.2% |
| YTD | -15.1% | +36.4% | -51.6% | -26.2% |
| 1Y | -20.2% | +47.4% | -67.6% | -31.8% |
| 3Y | +79.3% | +202.6% | -123.3% | +24.2% |
| 5Y | +147.5% | +83.9% | +63.6% | +84.8% |
| All | +144.8% | +1,060.7% | -915.9% | +9.8% |
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