+2,538.0%
IBM vs EME
+61,143.6%
-58,605.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.7% | -0.3% |
| 7D | -0.3% | +1.9% | -2.2% | -0.7% |
| 30D | +0.3% | -8.3% | +8.5% | +2.0% |
| 3M | -21.6% | -10.7% | -10.9% | -20.7% |
| 6M | -4.7% | +1.9% | -6.6% | -7.0% |
| YTD | -19.1% | +23.5% | -42.6% | -24.7% |
| 1Y | -2.5% | +18.0% | -20.5% | -9.0% |
| 3Y | +74.2% | +236.1% | -162.0% | +24.0% |
| 5Y | +113.1% | +527.9% | -414.7% | +29.3% |
| 10Y | +133.5% | +1,252.8% | -1,119.2% | +16.0% |
| All | +2,538.0% | +61,143.6% | -58,605.6% | +726.1% |
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 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