+471.3%
CIFR vs IEFA
+64.1%
+407.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.9% | -4.8% | -3.3% |
| 7D | -8.2% | -2.4% | -5.8% | -2.0% |
| 30D | -7.4% | -2.1% | -5.3% | -1.3% |
| 3M | -24.2% | +5.5% | -29.7% | -33.3% |
| 6M | +14.2% | +8.1% | +6.1% | -2.8% |
| YTD | +8.0% | +11.9% | -3.9% | -14.1% |
| 1Y | +55.5% | +18.1% | +37.4% | +9.1% |
| All | +471.3% | +64.1% | +407.3% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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