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  • TE vs IR✓SelectedUSD · IRTE vs IR performance historyLatest closeAs of+10.00%09/08
Stock and ETF performance explorer

TE vs IR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-41.3%
IR return
+46.5%
Excess return
-87.8%
Maximum drawdown
-94.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioIRExcessAlpha
1D+10.0%-1.6%+11.6%+11.3%
7D+18.2%+0.6%+17.6%+17.5%
30D-13.5%-13.6%+0.1%-2.6%
3M-44.6%+3.7%-48.3%-47.1%
6M-24.7%-13.1%-11.6%-18.2%
YTD-24.3%-5.1%-19.1%-25.8%
1Y+155.6%-6.5%+162.0%+148.6%
3Y-18.3%+8.5%-26.8%-27.9%
5Y-41.3%+43.3%-84.6%-58.0%
All-41.3%+46.5%-87.8%-58.0%

Cumulative growth

Daily Returns

Daily percentage return beside IR.

Daily Out/Under-Performance

Portfolio return minus IR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × IR 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 IR 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