+147.5%
IBM vs TER
+86.7%
+60.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.4% |
| 7D | -0.3% | +24.0% | -24.3% | -1.6% |
| 30D | +6.8% | -30.6% | +37.4% | +8.8% |
| 3M | +4.4% | -34.5% | +38.9% | +6.5% |
| 6M | +13.2% | -26.4% | +39.6% | +12.7% |
| YTD | -15.1% | +36.4% | -51.6% | -22.8% |
| 1Y | -20.2% | +47.4% | -67.6% | -28.2% |
| 3Y | +79.3% | +202.6% | -123.3% | +39.0% |
| 5Y | +147.5% | +83.9% | +63.6% | +90.7% |
| All | +147.5% | +86.7% | +60.8% | +90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling