+93.7%
IWM vs CIFR
+69.8%
+23.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.7% | +7.3% | -0.7% |
| 7D | -1.1% | +11.3% | -12.5% | -2.1% |
| 30D | -3.1% | +3.5% | -6.6% | -3.7% |
| 3M | +2.2% | -26.6% | +28.8% | +3.1% |
| 6M | +15.1% | +18.1% | -3.0% | +11.0% |
| YTD | +18.6% | +14.5% | +4.1% | +13.9% |
| 1Y | +24.0% | +83.3% | -59.3% | +13.2% |
| 3Y | +63.7% | +461.5% | -397.7% | +28.0% |
| 5Y | +38.2% | +29.3% | +8.9% | +6.0% |
| All | +93.7% | +69.8% | +23.8% | +40.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling