+166.5%
IBM vs CIFR
+78.3%
+88.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.1% | 0.0% |
| 7D | -0.3% | +16.9% | -17.2% | -0.7% |
| 30D | +0.3% | -5.2% | +5.5% | +0.3% |
| 3M | -21.6% | -30.6% | +9.0% | -21.3% |
| 6M | -4.7% | +10.6% | -15.3% | -6.0% |
| YTD | -19.1% | +20.2% | -39.3% | -20.6% |
| 1Y | -2.5% | +139.7% | -142.2% | -6.7% |
| 3Y | +74.2% | +489.4% | -415.2% | +58.4% |
| 5Y | +113.1% | +54.4% | +58.7% | +90.2% |
| All | +166.5% | +78.3% | +88.2% | +122.5% |
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 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