+179.4%
IBM vs CIFR
-34.4%
+213.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.2% | +0.1% |
| 7D | -1.5% | -19.6% | +18.1% | -1.2% |
| 30D | +8.4% | -51.7% | +60.1% | +10.0% |
| 3M | +4.2% | -60.0% | +64.2% | +5.9% |
| 6M | +7.9% | -68.2% | +76.2% | +9.7% |
| YTD | -15.2% | -55.8% | +40.6% | -15.1% |
| 1Y | -18.7% | -66.8% | +48.0% | -18.1% |
| 3Y | +79.2% | +119.1% | -39.9% | +66.5% |
| 5Y | +144.7% | -25.3% | +170.0% | +124.8% |
| All | +179.4% | -34.4% | +213.8% | +137.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling