+29.3%
CIFR vs IAG
+804.8%
-775.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.1% | -10.8% | -9.4% |
| 7D | +11.3% | +1.7% | +9.6% | +10.7% |
| 30D | +3.5% | +11.4% | -8.0% | +0.3% |
| 3M | -26.6% | +33.0% | -59.7% | -33.1% |
| 6M | +18.1% | -6.0% | +24.1% | +18.5% |
| YTD | +14.5% | +24.6% | -10.1% | +6.2% |
| 1Y | +83.3% | +105.0% | -21.7% | +50.0% |
| 3Y | +461.5% | +837.9% | -376.4% | +211.4% |
| 5Y | +29.3% | +817.0% | -787.7% | -19.9% |
| All | +29.3% | +804.8% | -775.5% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling