-13.3%
IBM vs CIFR
-69.0%
+55.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -20.0% | +21.7% | +1.6% |
| 7D | +0.4% | -26.7% | +27.2% | +0.3% |
| 30D | +14.8% | -58.0% | +72.8% | +14.4% |
| 3M | +8.9% | -68.1% | +77.0% | +8.7% |
| 6M | +12.4% | -63.7% | +76.1% | +10.2% |
| YTD | -12.4% | -56.0% | +43.6% | -15.6% |
| 1Y | -13.3% | -71.1% | +57.9% | -14.4% |
| All | -13.3% | -69.0% | +55.8% | -14.4% |
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