+87.4%
IWM vs CIFR
-34.4%
+121.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.4% |
| 7D | +0.3% | -19.6% | +19.9% | +1.6% |
| 30D | +0.6% | -51.7% | +52.3% | +5.5% |
| 3M | -6.2% | -60.0% | +53.8% | -0.8% |
| 6M | -0.8% | -68.2% | +67.5% | +5.4% |
| YTD | +14.8% | -55.8% | +70.5% | +17.4% |
| 1Y | +16.1% | -66.8% | +82.9% | +20.8% |
| 3Y | +71.5% | +119.1% | -47.6% | +43.4% |
| 5Y | +25.8% | -25.3% | +51.0% | +1.1% |
| All | +87.4% | -34.4% | +121.8% | +44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling