+179.3%
IBM vs CIFR
-31.6%
+210.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.6% | +0.4% |
| 7D | -2.5% | -0.7% | -1.8% | -2.7% |
| 30D | +8.4% | -49.6% | +58.0% | +9.8% |
| 3M | +4.5% | -60.4% | +64.8% | +6.2% |
| 6M | +7.9% | -66.9% | +74.7% | +9.5% |
| YTD | -15.2% | -53.9% | +38.6% | -15.2% |
| 1Y | -17.6% | -67.1% | +49.5% | -16.9% |
| 3Y | +82.1% | +118.3% | -36.2% | +69.1% |
| 5Y | +143.3% | -26.9% | +170.2% | +123.6% |
| All | +179.3% | -31.6% | +210.8% | +137.6% |
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