+26.9%
CIFR vs IEFA
+50.2%
-23.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.0% | +4.7% | +3.5% |
| 7D | -5.0% | -1.6% | -3.5% | -1.5% |
| 30D | -5.7% | -1.5% | -4.2% | -1.9% |
| 3M | -25.5% | +3.4% | -29.0% | -30.0% |
| 6M | +19.4% | +9.5% | +9.9% | +2.4% |
| YTD | +14.2% | +13.0% | +1.1% | -6.6% |
| 1Y | +69.0% | +18.0% | +51.0% | +27.7% |
| 3Y | +503.9% | +65.4% | +438.6% | +158.4% |
| All | +26.9% | +50.2% | -23.3% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling