+172.3%
IBM vs CIFR
+69.8%
+102.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -8.7% | +12.1% | +3.6% |
| 7D | +3.6% | +11.3% | -7.8% | +3.2% |
| 30D | +1.5% | +3.5% | -2.0% | +1.3% |
| 3M | -12.9% | -26.6% | +13.7% | -12.8% |
| 6M | -3.9% | +18.1% | -22.0% | -5.4% |
| YTD | -17.3% | +14.5% | -31.8% | -18.8% |
| 1Y | -5.0% | +83.3% | -88.3% | -8.4% |
| 3Y | +78.2% | +461.5% | -383.2% | +62.2% |
| 5Y | +120.6% | +29.3% | +91.3% | +96.2% |
| All | +172.3% | +69.8% | +102.4% | +127.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling