+75.4%
IVV vs CIFR
+54.7%
+20.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +17.9% | -17.6% | -0.7% |
| 7D | -2.7% | -10.2% | +7.5% | -2.5% |
| 30D | -5.4% | -55.0% | +49.7% | -1.6% |
| 3M | -4.1% | -64.1% | +60.0% | +0.6% |
| 6M | +0.7% | -70.1% | +70.9% | +5.6% |
| YTD | +8.7% | -55.7% | +64.4% | +10.2% |
| 1Y | +11.0% | -69.9% | +80.8% | +14.5% |
| 3Y | +75.4% | +68.7% | +6.7% | +56.2% |
| All | +75.4% | +54.7% | +20.7% | +56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling