+73.9%
IBM vs CI
+7.7%
+66.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.1% |
| 7D | -0.3% | +1.3% | -1.6% | -0.3% |
| 30D | +0.3% | +4.4% | -4.2% | +0.4% |
| 3M | -21.6% | +0.7% | -22.3% | -21.5% |
| 6M | -4.7% | +0.3% | -5.0% | -4.6% |
| YTD | -19.1% | +3.8% | -22.9% | -19.0% |
| 1Y | -2.5% | -5.5% | +3.0% | -2.2% |
| All | +73.9% | +7.7% | +66.2% | +74.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling