+134.5%
IBM vs EME
+1,301.6%
-1,167.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.3% |
| 7D | -0.3% | +0.9% | -1.2% | -0.6% |
| 30D | -1.8% | -8.4% | +6.5% | 0.0% |
| 3M | -13.5% | -3.6% | -9.9% | -14.0% |
| 6M | -5.1% | +3.6% | -8.7% | -8.4% |
| YTD | -19.4% | +22.5% | -41.9% | -26.4% |
| 1Y | -6.5% | +18.2% | -24.7% | -14.7% |
| 3Y | +73.8% | +238.4% | -164.5% | +6.8% |
| 5Y | +116.3% | +550.5% | -434.2% | +2.2% |
| All | +134.5% | +1,301.6% | -1,167.0% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EME 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling