+82.2%
IBM vs CIFR
+129.4%
-47.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.1% | +1.1% |
| 7D | +1.6% | +4.8% | -3.2% | +1.4% |
| 30D | +9.2% | -31.0% | +40.2% | +10.0% |
| 3M | +4.9% | -58.7% | +63.7% | +7.0% |
| 6M | +16.8% | -67.7% | +84.5% | +18.9% |
| YTD | -14.3% | -53.5% | +39.2% | -14.7% |
| 1Y | -16.7% | -54.1% | +37.3% | -17.2% |
| 3Y | +82.2% | +138.2% | -56.0% | +64.7% |
| All | +82.2% | +129.4% | -47.2% | +64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling