+2,413.6%
IBM vs CI
+7,591.2%
-5,177.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.3% |
| 7D | -0.3% | +1.3% | -1.6% | -0.6% |
| 30D | +0.3% | +4.4% | -4.2% | -0.7% |
| 3M | -21.6% | +0.7% | -22.3% | -21.9% |
| 6M | -4.7% | +0.3% | -5.0% | -5.3% |
| YTD | -19.1% | +3.8% | -22.9% | -20.3% |
| 1Y | -2.5% | -5.5% | +3.0% | -2.8% |
| 3Y | +74.2% | +8.1% | +66.0% | +65.3% |
| 5Y | +113.1% | +42.8% | +70.3% | +88.4% |
| 10Y | +133.5% | +143.9% | -10.3% | +80.2% |
| All | +2,413.6% | +7,591.2% | -5,177.6% | +717.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling