+531.5%
IBM vs EEM
+767.8%
-236.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | +0.5% |
| 7D | -1.7% | +0.7% | -2.4% | -2.1% |
| 30D | +10.1% | -6.2% | +16.3% | +12.9% |
| 3M | +4.8% | -5.2% | +10.0% | +6.8% |
| 6M | +12.6% | -8.1% | +20.7% | +15.0% |
| YTD | -13.9% | +14.0% | -27.9% | -20.3% |
| 1Y | -18.7% | +13.8% | -32.5% | -24.7% |
| 3Y | +81.9% | +73.7% | +8.2% | +39.4% |
| 5Y | +148.3% | +34.6% | +113.8% | +109.9% |
| 10Y | +143.6% | +123.6% | +20.1% | +64.4% |
| All | +531.5% | +767.8% | -236.2% | +93.1% |
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