+144.5%
IBM vs EEM
+128.0%
+16.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.6% |
| 7D | +3.6% | +2.0% | +1.6% | +2.6% |
| 30D | +1.5% | +5.1% | -3.5% | -1.0% |
| 3M | -12.9% | +4.6% | -17.5% | -16.1% |
| 6M | -3.9% | +17.8% | -21.7% | -13.5% |
| YTD | -17.3% | +25.8% | -43.2% | -28.5% |
| 1Y | -5.0% | +36.4% | -41.4% | -21.5% |
| 3Y | +78.2% | +90.0% | -11.8% | +21.6% |
| 5Y | +120.6% | +46.6% | +74.1% | +72.8% |
| 10Y | +144.5% | +132.3% | +12.2% | +45.5% |
| All | +144.5% | +128.0% | +16.5% | +45.5% |
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