-16.7%
IBM vs EEM
+11.5%
-28.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | +1.6% | +2.7% | -1.1% | +1.4% |
| 30D | +9.2% | -5.4% | +14.6% | +9.5% |
| 3M | +4.9% | -8.6% | +13.6% | +5.3% |
| 6M | +16.8% | -8.9% | +25.7% | +17.0% |
| YTD | -14.3% | +11.9% | -26.2% | -20.7% |
| 1Y | -16.7% | +13.1% | -29.8% | -22.9% |
| All | -16.7% | +11.5% | -28.2% | -22.9% |
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