+2,534.9%
IBM vs TER
+9,717.5%
-7,182.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.1% |
| 7D | -1.5% | -8.9% | +7.4% | -0.2% |
| 30D | +8.4% | -39.1% | +47.5% | +17.8% |
| 3M | +4.2% | -32.8% | +37.0% | +10.1% |
| 6M | +7.9% | -31.7% | +39.7% | +10.2% |
| YTD | -15.2% | +26.9% | -42.1% | -25.4% |
| 1Y | -18.7% | +33.6% | -52.3% | -29.4% |
| 3Y | +79.2% | +181.5% | -102.3% | +27.0% |
| 5Y | +144.7% | +76.1% | +68.6% | +84.3% |
| 10Y | +141.6% | +1,006.2% | -864.6% | +17.9% |
| All | +2,534.9% | +9,717.5% | -7,182.7% | +558.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling