+17.1%
IWM vs CIFR
-62.6%
+79.7%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.9% | -8.0% | +0.1% |
| 7D | -0.3% | +9.4% | -9.7% | -1.3% |
| 30D | +1.9% | -45.3% | +47.2% | +6.5% |
| 3M | -5.7% | -58.7% | +53.0% | +0.5% |
| 6M | -0.3% | -64.9% | +64.7% | +5.6% |
| YTD | +15.8% | -51.8% | +67.6% | +15.3% |
| 1Y | +17.1% | -61.9% | +79.0% | +18.9% |
| All | +17.1% | -62.6% | +79.7% | +18.9% |
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