+149.9%
IBM vs CI
+158.0%
-8.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | -2.5% | +0.1% | -2.7% | -2.6% |
| 30D | +8.4% | +4.7% | +3.7% | +7.1% |
| 3M | +4.5% | +5.2% | -0.8% | +3.0% |
| 6M | +7.9% | +3.8% | +4.1% | +6.3% |
| YTD | -15.2% | +9.2% | -24.4% | -18.0% |
| 1Y | -17.6% | +14.3% | -31.8% | -21.3% |
| 3Y | +82.1% | +8.4% | +73.6% | +69.3% |
| 5Y | +143.3% | +50.0% | +93.3% | +97.2% |
| 10Y | +149.9% | +142.2% | +7.7% | +86.4% |
| All | +149.9% | +158.0% | -8.1% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 10y: compounded portfolio wealth divided by compounded CI 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…
10y analysis · Full analysis span regression · 6 months rolling