+144.8%
IBM vs EEM
+121.8%
+23.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -0.7% |
| 7D | -0.3% | +5.3% | -5.6% | -2.8% |
| 30D | +6.8% | -7.0% | +13.7% | +10.4% |
| 3M | +4.4% | -8.0% | +12.4% | +8.3% |
| 6M | +13.2% | -6.6% | +19.8% | +14.8% |
| YTD | -15.1% | +12.3% | -27.5% | -22.8% |
| 1Y | -20.2% | +12.2% | -32.3% | -27.4% |
| 3Y | +79.3% | +71.2% | +8.1% | +27.5% |
| 5Y | +147.5% | +32.2% | +115.2% | +102.3% |
| All | +144.8% | +121.8% | +23.0% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 10y: compounded portfolio wealth divided by compounded EEM 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…
10y analysis · Full analysis span regression · 6 months rolling