+18.9%
IWM vs CIFR
-69.0%
+88.0%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -20.0% | +21.5% | +3.2% |
| 7D | +1.0% | -26.7% | +27.7% | +3.2% |
| 30D | +0.2% | -58.0% | +58.2% | +7.4% |
| 3M | -5.6% | -68.1% | +62.5% | +3.1% |
| 6M | +2.7% | -63.7% | +66.4% | +8.0% |
| YTD | +16.2% | -56.0% | +72.1% | +17.0% |
| 1Y | +18.9% | -71.1% | +90.1% | +24.5% |
| All | +18.9% | -69.0% | +88.0% | +24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling