+147.3%
IBM vs EMB
+36.5%
+110.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.2% |
| 7D | +1.6% | -0.9% | +2.5% | +2.3% |
| 30D | +9.2% | +0.4% | +8.8% | +8.9% |
| 3M | +4.9% | -3.1% | +8.1% | +7.8% |
| 6M | +16.8% | -2.1% | +18.8% | +18.9% |
| YTD | -14.3% | -1.1% | -13.2% | -13.4% |
| 1Y | -16.7% | -0.1% | -16.7% | -16.6% |
| 3Y | +82.2% | +29.6% | +52.6% | +48.4% |
| 5Y | +149.9% | +7.2% | +142.8% | +144.0% |
| All | +147.3% | +36.5% | +110.8% | +100.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling