+69.6%
IWM vs CIFR
+129.4%
-59.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.7% | +0.1% |
| 7D | +1.4% | +4.8% | -3.4% | +0.9% |
| 30D | +2.3% | -31.0% | +33.3% | +4.9% |
| 3M | -8.3% | -58.7% | +50.4% | -2.0% |
| 6M | -1.3% | -67.7% | +66.4% | +6.0% |
| YTD | +13.5% | -53.5% | +67.0% | +15.7% |
| 1Y | +18.4% | -54.1% | +72.5% | +20.2% |
| 3Y | +69.6% | +138.2% | -68.6% | +32.7% |
| All | +69.6% | +129.4% | -59.8% | +32.7% |
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