-2.5%
IBM vs CIFR
+122.3%
-124.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.1% | +0.1% |
| 7D | -0.3% | +16.9% | -17.2% | -0.5% |
| 30D | +0.3% | -5.2% | +5.5% | +0.2% |
| 3M | -21.6% | -30.6% | +9.0% | -21.5% |
| 6M | -4.7% | +10.6% | -15.3% | -6.5% |
| YTD | -19.1% | +20.2% | -39.3% | -21.1% |
| 1Y | -2.5% | +139.7% | -142.2% | +6.3% |
| All | -2.5% | +122.3% | -124.8% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 1y: compounded portfolio wealth divided by compounded CIFR 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…
1y analysis · Full analysis span regression · 6 months rolling