-6.5%
IBM vs EEM
+32.4%
-38.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -2.3% |
| 7D | -0.3% | -0.7% | +0.4% | -0.2% |
| 30D | -1.8% | +2.4% | -4.2% | -2.0% |
| 3M | -13.5% | +4.2% | -17.6% | -15.4% |
| 6M | -5.1% | +14.8% | -19.9% | -9.8% |
| YTD | -19.4% | +23.1% | -42.5% | -26.2% |
| 1Y | -6.5% | +32.5% | -39.1% | -10.4% |
| All | -6.5% | +32.4% | -38.9% | -10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling