-18.7%
IBM vs TER
+45.2%
-63.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.3% | -6.8% | +1.9% |
| 7D | -1.7% | +5.9% | -7.6% | -1.4% |
| 30D | +10.1% | -30.8% | +40.9% | +7.9% |
| 3M | +4.8% | -29.9% | +34.8% | +3.0% |
| 6M | +12.6% | -27.5% | +40.1% | +10.4% |
| YTD | -13.9% | +37.5% | -51.4% | -20.0% |
| 1Y | -18.7% | +50.3% | -69.0% | -25.7% |
| All | -18.7% | +45.2% | -63.9% | -25.7% |
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 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