+140.5%
IBM vs EME
+1,312.7%
-1,172.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.4% | +5.8% | +4.0% |
| 7D | +3.6% | +2.7% | +0.8% | +2.8% |
| 30D | +1.5% | -6.8% | +8.3% | +3.0% |
| 3M | -12.9% | -8.8% | -4.1% | -12.2% |
| 6M | -3.9% | +5.0% | -8.9% | -7.6% |
| YTD | -17.3% | +23.5% | -40.8% | -24.6% |
| 1Y | -5.0% | +21.3% | -26.3% | -14.0% |
| 3Y | +78.2% | +241.1% | -162.8% | +9.3% |
| 5Y | +120.6% | +549.2% | -428.5% | +4.5% |
| All | +140.5% | +1,312.7% | -1,172.3% | -16.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling