+138.2%
IBM vs EMB
+6.0%
+132.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -5.0% | -0.1% | -4.9% | -4.9% |
| 30D | +11.1% | +1.3% | +9.8% | +10.3% |
| 3M | +5.7% | -2.7% | +8.4% | +7.5% |
| 6M | +10.1% | -2.8% | +12.9% | +12.1% |
| YTD | -15.6% | -1.1% | -14.5% | -15.0% |
| 1Y | -19.5% | 0.0% | -19.5% | -19.4% |
| 3Y | +80.4% | +28.8% | +51.6% | +60.5% |
| All | +138.2% | +6.0% | +132.2% | +131.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling