+486.4%
IBM vs EEM
+862.7%
-376.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | +0.3% | +3.1% | -2.8% | -1.0% |
| 30D | -1.5% | +4.9% | -6.3% | -3.5% |
| 3M | -16.8% | +5.2% | -22.0% | -19.5% |
| 6M | -9.0% | +20.7% | -29.7% | -17.4% |
| YTD | -20.1% | +26.5% | -46.5% | -29.0% |
| 1Y | -7.0% | +37.8% | -44.9% | -20.5% |
| 3Y | +72.4% | +91.0% | -18.6% | +27.2% |
| 5Y | +112.0% | +47.0% | +64.9% | +73.0% |
| 10Y | +131.6% | +125.6% | +6.0% | +55.5% |
| All | +486.4% | +862.7% | -376.3% | +72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling