+2,694.6%
IBM vs EME
+53,473.8%
-50,779.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +1.6% | +8.4% | -6.8% | -0.2% |
| 30D | +9.2% | -11.5% | +20.7% | +11.7% |
| 3M | +4.9% | -20.6% | +25.6% | +9.5% |
| 6M | +16.8% | -28.5% | +45.3% | +23.1% |
| YTD | -14.3% | +8.0% | -22.3% | -18.4% |
| 1Y | -16.7% | +6.8% | -23.5% | -20.6% |
| 3Y | +82.2% | +213.9% | -131.7% | +30.8% |
| 5Y | +149.9% | +414.8% | -264.9% | +57.7% |
| 10Y | +142.6% | +916.9% | -774.4% | +27.3% |
| All | +2,694.6% | +53,473.8% | -50,779.2% | +795.3% |
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