+515.0%
CIFR vs IAG
+797.8%
-282.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +5.0% |
| 7D | +26.7% | +4.3% | +22.4% | +24.8% |
| 30D | +7.7% | +9.8% | -2.0% | +4.2% |
| 3M | -23.8% | +28.9% | -52.7% | -31.5% |
| 6M | +35.9% | -7.6% | +43.5% | +37.2% |
| YTD | +25.4% | +22.0% | +3.5% | +14.8% |
| 1Y | +139.8% | +99.5% | +40.3% | +87.6% |
| 3Y | +515.0% | +818.3% | -303.3% | +190.2% |
| All | +515.0% | +797.8% | -282.8% | +190.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling