+138.2%
IBM vs CI
+49.9%
+88.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.8% | -0.6% |
| 7D | -5.0% | -1.6% | -3.4% | -4.8% |
| 30D | +11.1% | +5.4% | +5.7% | +10.6% |
| 3M | +5.7% | +7.3% | -1.5% | +5.1% |
| 6M | +10.1% | +5.3% | +4.8% | +9.5% |
| YTD | -15.6% | +8.5% | -24.1% | -16.4% |
| 1Y | -19.5% | +17.1% | -36.7% | -21.1% |
| 3Y | +80.4% | +1.4% | +79.0% | +78.5% |
| All | +138.2% | +49.9% | +88.3% | +110.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling