+80.4%
IBM vs TER
+150.3%
-69.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.4% | -0.9% |
| 7D | -5.0% | -20.5% | +15.5% | -4.5% |
| 30D | +11.1% | -47.0% | +58.1% | +12.7% |
| 3M | +5.7% | -43.3% | +49.0% | +6.9% |
| 6M | +10.1% | -42.9% | +53.0% | +10.3% |
| YTD | -15.6% | +12.9% | -28.5% | -21.7% |
| 1Y | -19.5% | +18.2% | -37.7% | -25.9% |
| 3Y | +80.4% | +151.8% | -71.4% | +43.6% |
| All | +80.4% | +150.3% | -69.9% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling