+321.9%
IBM vs EMB
+132.1%
+189.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +0.3% | -0.3% | +0.6% | +0.5% |
| 3M | -21.6% | -0.4% | -21.2% | -21.4% |
| 6M | -4.7% | +0.1% | -4.8% | -4.7% |
| YTD | -19.1% | +1.6% | -20.7% | -19.7% |
| 1Y | -2.5% | +5.6% | -8.1% | -5.2% |
| 3Y | +74.2% | +29.8% | +44.3% | +52.8% |
| 5Y | +113.1% | +7.3% | +105.9% | +105.1% |
| 10Y | +133.5% | +30.4% | +103.1% | +107.7% |
| All | +321.9% | +132.1% | +189.8% | +242.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling