+87.0%
CIFR vs IEFA
+97.2%
-10.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +5.5% |
| 7D | +26.7% | +1.2% | +25.5% | +24.2% |
| 30D | +7.7% | -0.6% | +8.3% | +9.4% |
| 3M | -23.8% | +6.2% | -30.0% | -31.3% |
| 6M | +35.9% | +11.2% | +24.7% | +15.4% |
| YTD | +25.4% | +14.2% | +11.2% | +3.3% |
| 1Y | +139.8% | +20.0% | +119.7% | +82.0% |
| 3Y | +515.0% | +68.8% | +446.2% | +191.2% |
| 5Y | +52.1% | +52.7% | -0.6% | -24.9% |
| All | +87.0% | +97.2% | -10.3% | -11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling