-28.2%
CIFR vs IAU
+106.4%
-134.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -1.1% | +10.0% | +9.7% |
| 7D | +9.4% | -2.0% | +11.3% | +10.7% |
| 30D | -45.3% | -4.4% | -40.9% | -43.7% |
| 3M | -58.7% | -8.9% | -49.8% | -55.8% |
| 6M | -64.9% | -15.9% | -49.0% | -60.5% |
| YTD | -51.8% | -7.8% | -44.1% | -47.6% |
| 1Y | -61.9% | -3.8% | -58.2% | -59.4% |
| 3Y | +138.6% | +104.3% | +34.3% | +86.6% |
| 5Y | -13.0% | +111.2% | -124.2% | -34.6% |
| All | -28.2% | +106.4% | -134.5% | -45.8% |
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