+144.7%
IBM vs EEM
+32.8%
+112.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | -1.5% | -0.9% | -0.7% | -1.3% |
| 30D | +8.4% | -9.3% | +17.7% | +11.4% |
| 3M | +4.2% | -7.1% | +11.3% | +6.2% |
| 6M | +7.9% | -10.4% | +18.3% | +10.4% |
| YTD | -15.2% | +11.3% | -26.5% | -20.6% |
| 1Y | -18.7% | +11.3% | -30.0% | -23.9% |
| 3Y | +79.2% | +69.6% | +9.6% | +42.8% |
| 5Y | +144.7% | +33.6% | +111.1% | +104.4% |
| All | +144.7% | +32.8% | +112.0% | +104.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling