+2,666.8%
IBM vs EME
+53,750.8%
-51,084.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | -0.3% | +11.3% | -11.6% | -2.6% |
| 30D | +6.8% | -14.6% | +21.3% | +10.0% |
| 3M | +4.4% | -20.4% | +24.8% | +8.9% |
| 6M | +13.2% | -28.3% | +41.5% | +19.2% |
| YTD | -15.1% | +8.6% | -23.7% | -19.3% |
| 1Y | -20.2% | +3.2% | -23.4% | -23.3% |
| 3Y | +79.3% | +216.8% | -137.4% | +28.4% |
| 5Y | +147.5% | +417.5% | -270.0% | +56.0% |
| 10Y | +140.2% | +922.2% | -782.1% | +25.9% |
| All | +2,666.8% | +53,750.8% | -51,084.0% | +785.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling