+115.5%
IBM vs CI
+42.7%
+72.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | -0.3% | +1.3% | -1.6% | -0.4% |
| 30D | +0.3% | +4.4% | -4.2% | -0.1% |
| 3M | -21.6% | +0.7% | -22.3% | -21.7% |
| 6M | -4.7% | +0.3% | -5.0% | -4.9% |
| YTD | -19.1% | +3.8% | -22.9% | -19.6% |
| 1Y | -2.5% | -5.5% | +3.0% | -2.3% |
| 3Y | +74.2% | +8.1% | +66.0% | +67.5% |
| All | +115.5% | +42.7% | +72.8% | +90.2% |
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