+83.1%
IVV vs CIFR
+48.5%
+34.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.5% |
| 7D | +0.1% | +16.9% | -16.8% | -0.7% |
| 30D | +0.1% | -5.2% | +5.3% | +0.1% |
| 3M | +2.0% | -30.6% | +32.6% | +2.8% |
| 6M | +13.0% | +10.6% | +2.4% | +10.8% |
| YTD | +13.6% | +20.2% | -6.6% | +10.3% |
| 1Y | +20.1% | +139.7% | -119.6% | +11.4% |
| 3Y | +77.6% | +489.4% | -411.8% | +50.1% |
| All | +83.1% | +48.5% | +34.6% | +49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling