-27.8%
CIFR vs IAU
+100.6%
-128.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.3% | +2.4% |
| 7D | +28.8% | -5.5% | +34.3% | +33.7% |
| 30D | -36.9% | -7.0% | -30.0% | -33.9% |
| 3M | -60.0% | -12.3% | -47.7% | -56.1% |
| 6M | -64.4% | -17.9% | -46.4% | -59.2% |
| YTD | -51.6% | -10.3% | -41.2% | -46.3% |
| 1Y | -58.9% | -7.9% | -51.0% | -55.0% |
| 3Y | +139.9% | +98.7% | +41.3% | +91.1% |
| 5Y | -15.1% | +105.0% | -120.1% | -35.0% |
| All | -27.8% | +100.6% | -128.4% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 10y: compounded portfolio wealth divided by compounded IAU 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…
10y analysis · Full analysis span regression · 6 months rolling