+348.9%
IBM vs EMB
+128.3%
+220.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | -1.7% | -0.4% | -1.3% | -1.5% |
| 30D | +10.1% | +1.5% | +8.6% | +9.2% |
| 3M | +4.8% | -1.6% | +6.4% | +5.8% |
| 6M | +12.6% | -1.5% | +14.1% | +13.6% |
| YTD | -13.9% | -0.1% | -13.8% | -13.8% |
| 1Y | -18.7% | +0.5% | -19.2% | -18.9% |
| 3Y | +81.9% | +30.2% | +51.7% | +59.5% |
| 5Y | +148.3% | +8.6% | +139.7% | +137.6% |
| 10Y | +143.6% | +36.9% | +106.8% | +114.7% |
| All | +348.9% | +128.3% | +220.6% | +267.4% |
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 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