-61.9%
CIFR vs IAG
+34.9%
-96.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -2.4% | +11.3% | +10.2% |
| 7D | +9.4% | +3.4% | +6.0% | +7.6% |
| 30D | -45.3% | -2.7% | -42.6% | -44.6% |
| 3M | -58.7% | -0.5% | -58.2% | -58.5% |
| 6M | -64.9% | -4.8% | -60.1% | -64.8% |
| YTD | -51.8% | +9.6% | -61.4% | -56.2% |
| 1Y | -61.9% | +32.2% | -94.1% | -73.2% |
| All | -61.9% | +34.9% | -96.8% | -73.2% |
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