+144.5%
IBM vs EMB
+29.7%
+114.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.5% |
| 7D | +3.6% | 0.0% | +3.5% | +3.5% |
| 30D | +1.5% | -0.3% | +1.8% | +1.8% |
| 3M | -12.9% | -0.3% | -12.6% | -12.8% |
| 6M | -3.9% | +0.7% | -4.7% | -4.4% |
| YTD | -17.3% | +1.3% | -18.6% | -18.1% |
| 1Y | -5.0% | +4.7% | -9.7% | -8.3% |
| 3Y | +78.2% | +30.1% | +48.1% | +45.5% |
| 5Y | +120.6% | +6.9% | +113.8% | +116.4% |
| 10Y | +144.5% | +30.7% | +113.7% | +108.7% |
| All | +144.5% | +29.7% | +114.8% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded EMB 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling