+139.7%
CIFR vs IAG
+119.5%
+20.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.3% | +3.3% |
| 7D | +16.9% | -0.5% | +17.5% | +17.5% |
| 30D | -5.2% | +28.9% | -34.1% | -18.0% |
| 3M | -30.6% | +19.1% | -49.7% | -37.8% |
| 6M | +10.6% | -10.3% | +20.9% | +14.3% |
| YTD | +20.2% | +24.2% | -4.0% | +3.7% |
| 1Y | +139.7% | +116.5% | +23.2% | +49.4% |
| All | +139.7% | +119.5% | +20.2% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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