+97.2%
IWM vs CIFR
+78.3%
+18.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.9% | +0.1% |
| 7D | +0.1% | +16.9% | -16.9% | -1.2% |
| 30D | -1.3% | -5.2% | +3.9% | -1.2% |
| 3M | +1.6% | -30.6% | +32.2% | +2.9% |
| 6M | +13.6% | +10.6% | +3.0% | +10.1% |
| YTD | +20.8% | +20.2% | +0.6% | +15.6% |
| 1Y | +26.4% | +139.7% | -113.3% | +13.0% |
| 3Y | +60.7% | +489.4% | -428.7% | +25.2% |
| 5Y | +38.2% | +54.4% | -16.2% | +4.6% |
| All | +97.2% | +78.3% | +18.9% | +42.1% |
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