+120.6%
IBM vs EME
+544.7%
-424.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.4% | +5.8% | +3.7% |
| 7D | +3.6% | +2.7% | +0.8% | +3.2% |
| 30D | +1.5% | -6.8% | +8.3% | +2.2% |
| 3M | -12.9% | -8.8% | -4.1% | -12.4% |
| 6M | -3.9% | +5.0% | -8.9% | -6.1% |
| YTD | -17.3% | +23.5% | -40.8% | -22.0% |
| 1Y | -5.0% | +21.3% | -26.3% | -10.8% |
| 3Y | +78.2% | +241.1% | -162.8% | +28.2% |
| 5Y | +120.6% | +549.2% | -428.5% | +31.8% |
| All | +120.6% | +544.7% | -424.1% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling