+13.2%
IBM vs EME
-28.4%
+41.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.5% |
| 7D | -0.3% | +11.3% | -11.6% | +1.8% |
| 30D | +6.8% | -14.6% | +21.3% | +3.0% |
| 3M | +4.4% | -20.4% | +24.8% | -1.0% |
| 6M | +13.2% | -28.3% | +41.5% | +3.0% |
| All | +13.2% | -28.4% | +41.6% | +3.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling